Theory of Probability II
Download as PDF
Course Description
Conditional expectations, discrete time martingales, stopping times, uniform integrability, applications to 0-1 laws, Radon-Nikodym Theorem, ruin problems, etc. Other topics as time allows selected from (i) local limit theorems, (ii) renewal theory, (iii) discrete time Markov chains, (iv) random walk theory,(v) ergodic theory. http://statweb.stanford.edu/~adembo/stat-310b. Prerequisite: 310A or MATH 230A.
Cross Listed Courses
Grading Basis
ROP - Letter or Credit/No Credit
Min
3
Max
3
Course Repeatable for Degree Credit?
No
Course Component
Lecture
Enrollment Optional?
No
Does this course satisfy the University Language Requirement?
No
Courses
STATS310B
is a
antirequisite
for:
Programs
STATS310B
is a
completion requirement
for:
- (from the following course set: )
- (from the following course set: )
- (from the following course set: )
- (from the following course set: )
- (from the following course set: )
- (from the following course set: )