Statistics 605 - Prbablty Th I

Fall
2019
01
3.00
Luc Rey-Bellet
TU TH 1:00PM 2:15PM
UMass Amherst
33432
Lederle Grad Res Tower Rm 177
luc@math.umass.edu
A modern treatment of probability theory based on abstract measure and integration. Random variables, expectations, independence, laws of large numbers, central limit theorem, and general conditioning using the Radon-Nikodym theorem. Introduction to stochastic processes: martingales, Brownian motion. Prerequisite: Math 623.
Permission is required for interchange registration during the add/drop period only.