STATS 621 - Probability Theory
Fall 2019, Section 001
Instruction Mode: Section 001 is  In Person (see other Sections below)
Subject: Statistics (STATS)
Department: LSA Statistics

Details

Credits:
3
Waitlist Capacity:
99
Advisory Prerequisites:
STATS,STATS 520 or equivalent course in measure theory, STATS 620.
Repeatability:
May be repeated for a maximum of 6 credit(s).
Primary Instructor:

Description

A continuation of STATS 620. Topics covered include: weak convergence, characteristic functions, inversion, unicity and continuity, the central limit theorem for sequences and arrays aud, extensions to higher dimensions. Also: the renewal theorem, conditional probability and expectation, regular conditional distributions, stationary sequences aud the bergodic theorem, martingales, and the optimal stopping theorem. The course will also cover: the Poisson process, Brownian motion, the strong Markov property and the invariance principle.

Schedule

STATS 621 - Probability Theory
Schedule Listing
001 (LEC)
 In Person
23165
Open
25
30STATS PhD only
-
TuTh 8:30AM - 10:00AM
Note: The Department of Statistics must allow students who are declared in its programs the opportunity to register for Statistics classes needed to complete their programs. The Statistics Department holds orientation for incoming Master?s and PhD students at the end of August. Any remaining seats will be taken off of reserve on September 3, 2019. Instuctors in the Statistics Department do not manage their waitlists and do not issue overrides.

Textbooks/Other Materials

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Syllabi

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