Probability Limit Theorems

Catalog description

The goal of this course is to introduce the main ideas of advanced probability: rigorous treatment of conditional expectation and martingales, weak convergence, strong law of large numbers, central limit theorem, convergence to infinitely divisible distributions, law of iterated logarithm, Markov Chains, stationary stochastic processes, ergodic theorems. Prerequisite: Grade C or better in MATH-SHU 328 (Honors Analysis 1). Fulfillment: Math Constrained Math elective; Honors Math elective.