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MATH 589 Advanced Probability Theory 2 (4 credits)

Note: This is the 2014–2015 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click here to jump to the newest eCalendar.

Offered by: Mathematics and Statistics (Faculty of Science)

Overview

Mathematics & Statistics (Sci) : Characteristic functions: elementary properties, inversion formula, uniqueness, convolution and continuity theorems. Weak convergence. Central limit theorem. Additional topic(s) chosen (at discretion of instructor) from: Martingale Theory; Brownian motion, stochastic calculus.

Terms: This course is not scheduled for the 2014-2015 academic year.

Instructors: There are no professors associated with this course for the 2014-2015 academic year.

  • Winter

  • Prerequisites: MATH 587 or equivalent

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