MATH 630 Theory of Probability (3)

This course provides a rigorous foundation of probability theory, grounded in measure theory and Lebesgue integration. Topics include Borel sets and s-fields, probability spaces, construction of Lebesgue measure, random variables, measurable maps, independence, zero-one laws, integration and expectation, convergence concepts, laws of large numbers, convergence in distribution and the central limit theorem, characteristic functions, martingales and stopping times.
Prerequisite(s): MATH 511, 530, 531, or equivalent preparation.
Course Frequency: Occasional