Theory of Probability I

Download as PDF

Course Description

Mathematical tools: sigma algebras, measure theory, connections between coin tossing and Lebesgue measure, basic convergence theorems. Probability: independence, Borel-Cantelli lemmas, almost sure and Lp convergence, weak and strong laws of large numbers. Large deviations. Weak convergence; central limit theorems; Poisson convergence; Stein's method. Prerequisites: STATS 116, MATH 171.

Cross Listed Courses

Grading Basis

ROP - Letter or Credit/No Credit

Min

3

Max

3

Course Repeatable for Degree Credit?

No

Course Component

Discussion

Enrollment Optional?

Yes

Course Component

Lecture

Enrollment Optional?

No

Does this course satisfy the University Language Requirement?

No

Programs

MATH230A is a completion requirement for:
  • (from the following course set: )
  • (from the following course set: )