MATH 2630
Probability
Introduces probability spaces, random variables, expectation values, and conditional expectations. Develops the basic tools of probability theory, such fundamental results as the weak and strong laws of large numbers, and the central limit theorem. Continues with a study of stochastic processes, such as Markov chains, branching processes, martingales, Brownian motion, and stochastic integrals. Students without a previous course in measure theory should take MATH 2210 (or APMA 2110 ) concurrently.
Sources
- Course catalogue โ2026โ2027