MATH 733
THEORY OF PROBABILITY I
An introduction to measure theoretic probability and stochastic processes.Topics include foundations, independence, zero-one laws, laws of large numbers, convergence in distribution, characteristic functions, central limit theorems, random walks, conditional expectations. Familiarity with basic measure theory (e.g. MATH 629 or 721 ) or concurrent registration in MATH 721 is strongly recommended.
Topics
- foundations
- independence
- zero-one laws
- laws of large numbers
- convergence in distribution
- characteristic functions
- central limit theorems
- random walks
- conditional expectations
Topics explicitly listed in official catalogue description
Prerequisites & course information
Requisites: Graduate/professional standing or member of the Pre-Masters Mathematics (Visiting International) Program Course Designation: Grad 50% - Counts toward 50% graduate coursework requirement Repeatable for Credit: Yes, unlimited number of completions Last Taught: Fall 2026
Sources
- Course catalogue ↗2026-2027
- Catalogue entry ↗
Catalogue variants
- THEORY OF PROBABILITY I · 3 credits.