Advanced Introduction to Probability

MATH340

Advanced introduction to basic, non-measure theoretic proba- bility covering topics in more depth and with more rigor than MATH 230. Topics include random variables with discrete and continuous distributions. Independence, joint distributions, conditional distributions, generating functions, Bayes' formula, and Markov chains. Rigorous arguments are presented for the law of large numbers, central limit theorem, and Poisson limit theorems. Prerequisite: MATH 202, 212, or 222. Not open to those who have taken MATH 230 or STA 230. One course.

Crosslistings
  • STAT231
Curriculum Codes
QS