Probability Theory II

4 units · Undergraduate upper division (100-199)

Lecture, three hours; discussion, one hour. Enforced requisites: courses 131A, 170A. Continuation of rigorous presentation of probability theory based on real analysis. Moments and generating functions; laws of large numbers, central limit theorem, and convergence in distribution; branching processes; random walks; Poisson and other random processes in continuous time. Advance topics in probability theory. P/NP or letter grading.