STAT 522

Advanced Probability
3.0 credits

Course Description

Measure theory and integration, independence, laws of large numbers. Fourier analysis of distributions, central limit problem and infinitely divisible laws, conditional expectations, martingales. Prerequisite: either MATH 426 or MATH 576. Offered: jointly with MATH 522; W.

Current Time Schedule

Winter, 2023

SLN/Section Time Location Instructor
20794 A

M W F 11:30AM - 12:20PM

PDL C401

Soumik Pal