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Advanced Probability Theory 1

Faculty of ScienceMathematics
Credits4
·
Semester offeredSemester 1 (Fall)
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Last updated3 months ago

Description

Probability spaces. Random variables and their expectations. Convergence of random variables in Lp. Independence and conditional expectation. Introduction to Martingales. Limit theorems including Kolmogorov's Strong Law of Large Numbers.

Course outline
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