Probability Theory II

4 credits

This is the second course in a three-course sequence in probability theory. Topics covered in the sequence include the measure-theoretic foundations of probability theory, independence, the Law of Large Numbers, convergence in distribution, the Central Limit Theorem, conditional expectation, martingales, Markov processes, and Brownian motion. Prerequisites: a grade of B or better required in MATH 280A. Students who have not completed MATH 280A may enroll with consent of instructor.