STATS 621 - Probability Theory
Section: 001
Term: FA 2018
Subject: Statistics (STATS)
Department: LSA Statistics
Credits:
3
Waitlist Capacity:
99
Advisory Prerequisites:
STATS,STATS 520 or equivalent course in measure theory, STATS 620.
Repeatability:
May be repeated for a maximum of 6 credit(s).
Primary Instructor:

A continuation of STATS 620. Topics covered include: weak convergence, characteristic functions, inversion, unicity and continuity, the central limit theorem for sequences and arrays aud, extensions to higher dimensions. Also: the renewal theorem, conditional probability and expectation, regular conditional distributions, stationary sequences aud the bergodic theorem, martingales, and the optimal stopping theorem. The course will also cover: the Poisson process, Brownian motion, the strong Markov property and the invariance principle.

STATS 621 - Probability Theory
Schedule Listing
001 (LEC)
P
23749
Open
30
32STATS PhD only
-
TuTh 11:30AM - 1:00PM
NOTE: Data maintained by department in Wolverine Access. If no textbooks are listed below, check with the department.


ISBN: 9780817640552
A probability path, Author: Sidney Resnick., Publisher: Birkhauser 2. print. 1998
Required
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