MATH 6710 - Probability Theory I

Fall. 4 credits. Student option grading.

Prerequisite: knowledge of Lebesgue integration theory, at least on real line. Students can learn this material by taking parts of MATH 4130-MATH 4140 or MATH 6210.

Staff.

A mathematically rigorous course in probability theory which uses measure theory but begins with the basic definitions of independence and expected value in that context. Law of large numbers, Poisson and central limit theorems, and random walks.