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Apr 19, 2024
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STAT 706 - Probability and Measure (3 units)
Measure theoretic foundations of probability theory. Random variables and distributions, convergence, laws of large numbers, central limit theorems, random walks, martingales, Brownian motion, special topics.
Prerequisite(s): MATH 713 or (one semester of measure theory); STAT 461 or STAT 661 .
Grading Basis: Graded
Units of Lecture: 3
Offered: Every Spring
Student Learning Outcomes
Upon completion of this course, students will be able to:
1. understand and apply the fundamental results of measure theory and integration.
2. derive and apply convergence theorems in probability and statistics problems.
3. apply conditional probability and martingale results to problems in stochastic analysis.
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