Probability and Stochastic Processes

1 Unit · Graduate

Axioms of probability. Conditional probability and independence. Random variables. Joint distributions. Expectation. Limit theorems: the weak law of large numbers and the central limit theorem. Students may not receive credit for both MATH 310-1 and any of MATH 311-1 , MATH 314-0 , MATH 385-0 , STAT 320-1 , STAT 383-0 , IEMS 302-0 , or ELEC_ENG 302-0 . Prerequisite or corequisite: MATH 226-0 or MATH 281-2 ; and MATH 228-2 or MATH 230-2 or MATH 234-0 (former), or MATH 281-2 or MATH 285-3 or MATH 290-3 or MATH 291-3 or ES_APPM 252-2 .