STAT 330b / STAT 600b / MATH 330b Advanced Probability

Professor: 
Day / time: 
Tuesday, Thursday 2:30pm - 3:45pm
Classroom: 
24 Hillhouse, Rm 107
Undergraduate
Graduate
Course term: 
Spring

Measure theoretic probability, conditioning, laws of large numbers, convergence in distribution, characteristic functions, central limit theorems, martingales. Some knowledge of real analysis is assumed.