Probability Theory & Stochastic Analysis (450-1-91)

Instructors

Elton P Hsu
8474918541
Lunt 205

Meeting Info

Lunt Hall 105: Mon, Wed, Fri 3:00PM - 3:50PM

Overview of class

Probability spaces, random variables and expectations, independence, conditional expectations and probabilities, the Kolmogorov existence theorem. The law of large numbers and random series: the weak and strong law of large numbers, convergence of random series, 0-1 laws, the law of the Internet logarithm. Limited distributions and the central limit problem: weak convergence of measures, characteristic functions, the central limit theorem, stable distributions, limit distributions for sums and maxima, infinitely divisible distributions, recurrence.

Class Materials (Required)

978-1108473682
Probability: Theory and Examples, 5th edition
Author: Durrett
Publisher: Cambridge

Class Materials (Suggested)

No suggested materials. See required materials