Theory of Probability

APMA 2630 S01 [CRN: 16039]

A one-semester course that provides an introduction to probability theory based on measure theory. The course covers the following topics: probability spaces, random variables and measurable functions, independence and infinite product spaces, expectation and conditional expectation, weak convergence of measures, laws of large numbers and the Central Limit Theorem, discrete time martingale theory and applications.
Fall 2017
13:00 - 14:20 Tue, Thu - from Sep 6, 2017 to Dec 21, 2017