Probability Theory. 3 credits, 3 contact hours

Catalog description

Prerequisite: MATH 645 or departmental approval. Measure theoretic introduction to axiomatic probability. Probability measures on abstract spaces and integration. Random variables and distribution functions, independence, 0-1 laws, basic inequalities, modes of convergence and their interrelationships, Laplace-Stieltjes transforms and characteristic functions, weak and strong laws of large numbers, conditional expectation, discrete time martingales.