MAST 671
Probability Theory
Fall 2026 · Advanced Probability
Topics
- Probability spaces and random variables
- Conditional probability and conditional expectation
- Generating and characteristic functions
- Limit theorems
- Random walks and branching processes
- Modes of convergence
- Martingales
- Martingale convergence and optional stopping
Readings
- Listed textbook (requirement not stated): G. Grimmett and D. Stirzaker. Probability and Random Processes.
Fall 2025 · STAT 449
Readings
- Probability and Random Processes, by G. Grimmett and D. Stirzaker.
Fall 2024 · STAT 449
Readings
- Probability and Random Processes, by G. R. Grimmet and D. R. Stirzaker.
Fall 2023 · STAT 449
Readings
- Probability and Random Processes, by G. R. Grimmet and D. R. Stirzaker.
Fall 2022 · STAT 449
Readings
- Probability and Random Processes, by G. R. Grimmet and D. R. Stirzaker.
Fall 2021 · STAT 449
Readings
- Probability and Random Processes, by G. R. Grimmet and D. R. Stirzaker.
Sources
- Course catalogue ↗2026–2027
- Syllabus or course outline ↗Fall 2026
- Historical course outline ↗Fall 2025
- Historical course outline ↗Fall 2024
- Historical course outline ↗Fall 2023
- Historical course outline ↗Fall 2022
- Historical course outline ↗Fall 2021
- Fall 2026 outline. Course header explicitly lists STAT 449, MAST 671, MAST 881.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.