MATH 587 — Advanced Probability Theory 1

Probability spaces. Random variables and their expectations. Convergence of random variables in Lp. Independence and conditional expectation. Introduction to Martingales. Limit theorems including Kolmogorov's Strong Law of Large Numbers.

• Rating: 4.46 out of 5 from 39 student reviews
• Difficulty: 4.49 out of 5
• Credits: 4
• Faculty: Faculty of Science
• Department: Mathematics and Statistics
• Taught by: Jessica Lin
• Prerequisite(s): MATH 356 and MATH 255 or MATH 243 or equivalent.

Sections offered

• Section 001 (Lec), Tue Thu 1:05-2:25 pm — 23 seats open