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Probability Theory

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A mathematical introduction to premeasure-theoretic probability. Topics include probability spaces, conditional probabilities and independent events, random variables and probability distributions, special discrete and continuous distributions with emphasis on parametric families used in applications, the distribution problem for functions of random variables, sequences of independent random variables, convergence of random variables and limit theorems of probability theory.

Text: 

Probability Essentials, Jacod and Protter, Springer, 2nd Edition.

Prerequisite: 

MATH 223 and MATH 290 or equivalent. .

Credit Hours: 
3

A mathematical introduction to premeasure-theoretic probability.  Topics include probability spaces, conditional probabilities and independent events, random variables and probability distributions, special discrete and continuous distributions with emphasis on parametric families used in applications, the distribution problem for functions of random variables, sequences of independent random variables, laws of large numbers, and the central limit theorem. 

(Nualart 2020 )

Frequency: 
Every Fall Semester

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