Probability

MATH641

Theoretic probability. Triangular arrays, weak laws of large numbers, variants of the central limit theorem, rates of convergence of limit theorems, local limit theorems, stable laws, infinitely divisible distributions, general state space Markov chains, ergodic theorems, large deviations, martingales, Brownian motion and Donsker's theorem. Prerequisites: Mathematics 631 or Statistical Science 711 or equivalent. One course. 3 graduate units.

Curriculum Codes
QS