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.