STA235A-235B-235C
Probability Theory (4-4-4)
| Class Code: | STA235A-235B-235C |
| Division: | Statistics |
| Prerequisite: | 235AâMathematics 125B and 135A or course 131A or consent of instructor; 235BâMathematics 235A/course 235A or consent of instructor; 235CâMathematics 235B/course 235B or consent of instructor. |
| Description: | or; 235CâMathematics 235B/course 235B or consent of instructor. Measure-theoretic foundations, abstract integration, independence, laws of large numbers, characteristic functions, central limit theorems. Weak convergence in metric spaces, Brownian motion, invariance principle. Conditional expectation. Topics selected from martingales, Markov chains, ergodic theory. (Same course as Mathematics 235A-235B-235C.)âI-II-III. (I-II-III.) |