Probability

3 credits · Graduate

A mathematically rigorous treatment of probability theory in Eucidean space. Topics include measure and integration, probability measures, the definitions and properties of random variables and distribution functions, convergence concepts, Borel-Cantelli lemmas, laws of large numbers, characteristic functions and central limit theorems, conditional probability and expectation. Although the necessary measure theory is introduced, a previous analysis course is an asset. PREREQUISITES: STAT 3360.03 and a third year analysis course, instructor’s consent CROSSLISTED: MATH 4090.03/5090.03, STAT 4090.03 FORMATS: Lecture