CAS MA 780
Probability Theory 2
Prerequisites: (CASMA 711) - Probability topics important in applications and research. Laws of large numbers. Three series theorem. Central limit theorems for independent and non-identically distributed random variables. Speed of convergence. Large deviations. Laws of the iterated logarithm. Stable and infinitely divisible distributions. Discrete time martingales and applications.
Sources
- Course catalogue ↗2026-2027