2009-2010 University Catalog 
  
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2009-2010 University Catalog

STAT 971 - Probability Theory

Credits: 3
Cross-Listed with IT 971

A rigorous measure-theoretic treatment of probability. Includes expectation, distributions, laws of large numbers and central limit theorems for independent random variables, characteristic function methods, conditional expectations, martingales, strong and weak convergence, and Markov chains.

Prerequisites
STAT 544 and MATH 315.

Hours of Lecture or Seminar per week
3
Hours of Lab or Studio per week
0
When Offered
S