MTH503: Probability

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Cross Listed:
Offered:
Spring
Prerequisites:
MTH 471, or permission of instructor.
This course is a prerequisite or co-requisite for:
MTH 504
Description:
A measure-theoretic course on probability.
Topics covered:
Expectation, conditional expectation, types of convergence, characteristic functions, laws of large numbers, central limit theorem. Introduction to stochastic processes, if time allows.
Related courses:
MTH 504, MTH 471