Mathematics | Theory of Probability I
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.