MATH 625 - Probability and Random Processes I
Section: 001 Probability with Martingales
Term: FA 2017
Subject: Mathematics (MATH)
Department: LSA Mathematics
Requirements & Distribution:
Waitlist Capacity:
Advisory Prerequisites:
MATH 597 and Graduate standing.
This course counts toward the 60 credits of math/science required for a Bachelor of Science degree.
May not be repeated for credit.
Primary Instructor:

A graduate level introduction to probability theory and stochastic processes: measure theory and integration; Kolmogorov Extension Theorem; conditional expectation; characteristic functions; convergence concepts; limit theorems; stochastic processes, martingales.

Required Textbooks:

  1. Probability and Stochastics by Erhan Cinlar, Springer.
  2. Probability with Martingales, by David Williams, Cambridge Mathematical Textbooks.

Course Requirements:

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Intended Audience:

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Class Format:

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MATH 625 - Probability and Random Processes I
Schedule Listing
001 (LEC)
TuTh 10:00AM - 11:30AM
Note: Enrollment for this course is by waitlist only.
NOTE: Data maintained by department in Wolverine Access. If no textbooks are listed below, check with the department.

ISBN: 0521406056
Probability with Martingales, Author: David Williams., Publisher: Cambridge Univ. Press. Repr. 1997
ISBN: 0387878580
Probability and stochastics, Author: Erhan C?nlar., Publisher: Springer 2011
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