Probability

3 credits · Graduate

This course provides an introduction to measure theoretic foundations of probability theory focusing on properties of random variables, modes of convergence and their relationships, stochastic order, law of large numbers, central limit theorems, classical expectation, and concentration inequalities, and characteristic functions and conditional expectations. Students seeking a more abstract or advanced coverage of concepts introduced in this course are encouraged to register for MATH 631 (Measure and Integration) or MATH 641 (Probability).