Course Description

Probability spaces, random variables, distributions, expectation and higher moments, conditional probability and expectation, convergence of sequences and series of random variables, strong and weak laws of large numbers, characteristic functions, infinitely divisible distributions, weak convergence of measures, central limit theorems.

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Athena Title

Probability

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Prerequisite

MATH 8100

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Corequisite

MATH 8605

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Semester Course Offered

Offered every year.

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Grading System

A - F (Traditional)

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Course Objectives

Students will have a graduate-level understanding of probability.

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Topical Outline

Probability spaces, random variables, distributions, expectation and higher moments, conditional probability and expectation, convergence of sequences and series of random variables, strong and weak laws of large numbers, characteristic functions, infinitely divisible distributions, weak convergence of measures, central limit theorems.

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