MATH 589 — Advanced Probability Theory 2

Characteristic functions: elementary properties, inversion formula, uniqueness, convolution and continuity theorems. Weak convergence. Central limit theorem. Additional topic(s) chosen (at discretion of instructor) from: Martingale Theory; Brownian motion, stochastic calculus.

• Credits: 4
• Faculty: Faculty of Science
• Department: Mathematics and Statistics
• Prerequisites: MATH 587 or equivalent