Mathematics 605 - Probability Theory I

Fall
2020
01
3.00
Hongkun Zhang
TU TH 11:30AM 12:45PM
UMass Amherst
66755
Fully Remote Class
hongkun@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.
Permission is required for interchange registration during the add/drop period only.
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