Advanced Probability and Stochastic Processes

3 credits · Graduate School

Topics in this course include characteristic functions, modes of converge, uniform integrability, Brownian motion, classical limit theorems, Lp spaces, projections, sigma-algebras and random variables, martingales, random walks, Markov chains, and probabilistic asymptotics. Emphasis on measure theory is minimal. Concepts are illustrated in biomedical applications whenever possible. This course is open to biostatistics students only; for students in other programs, instructor permission is required to enroll. Prerequisites: BIOS 6342. [3]