PROBABILITY

MATH641.01

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. Instructor: Staff

Prerequisite: 
Prerequisites: Mathematics 631 or Statistical Science 711 or equivalent.
Instructor: Basak, Anirban
Time: TuTh 10:05am-11:20am
Location: Physics 259