M563 | ALL | Tba

M563-M564 Theory of Probability I-II (3-3 cr.) P: M463, M512, or consent of instructor. Basic concepts of measure theory and integration, axiomatic foundations of probability theory, distribution functions and characteristic functions, infinitely divisible laws and the central limit problem, modes of convergence of sequences of random variables, ergodic theorems, Markov chains, and stochastic processes.