STAT 523

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 523; Sp.

Upcoming Time Schedule

Spring, 2023

SLN/Section Time Location Instructor
20175 A

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

LOW 220