Probability Theory

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Note: This course is not available for the current semester.

Course No: 92.587; Last Offered: No Data;

Course Description

This is a course in mathematical probability that gives rigorous proofs to various limit theorems in probability (zero-one laws, laws of large numbers, central limit theorems) that, in particular, constitute a basis for most of the statistical techniques. Tentative topics are: Sigma-algebras of random events, probability measures; Random variables and their distributions, moments; Independent events and sigma-algebras, independent random variables; infinite products of probability spaces; Zero-One Laws and Laws of Large Numbers; Characteristic functions and their properties; Weak convergence of measures and central Limit Theorem; Radon-Nikodim theorem and conditional expectations. Prerequisites: 92.502 Measure and Integration or equivalent

Prerequisites & Notes

  • Prerequisites:
  • Special Notes:
  • Credits: 3;

Questions About This Course?

Contact the Advising Center at 978-934-2474 or Continuing_Education@uml.edu

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