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Qualifiers: Probability

Probability Theory: 

Distribution functions, random variables, expectation, independence, convergence concepts, law of large numbers, characteristic functions, the central limit theorem, conditional expectation, martingales, Brownian motion.

Suggested Courses: 

  • MATH 60051 / 70051: Probability I
  • MATH 60052 / 70052: Probability II

Suggested References: 

  • P. Billingsley, Probability and Measure, John Wiley. 
  • K. L. Chung, A Course in Probability Theory, Academic Press.