2011-2012 University Catalog 
  
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2011-2012 University Catalog

STAT 971 - Probability Theory

Credits: 3 (NR)
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.

Equivalent to CSI 971.

Prerequisite(s): STAT 544 and MATH 315. Prerequisite enforced by registration system.

Hours of Lecture or Seminar per week: 3
When Offered: Spring