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Advanced Probability Theory 2

Faculty of ScienceMathematics
Credits4
·
Semester offeredSemester 2 (Winter)
·
Last updated3 months ago

Description

Characteristic functions: elementary properties, inversion formula, uniqueness, convolution and continuity theorems. Weak convergence. Central limit theorem. Additional topic(s) chosen (at discretion of instructor) from: Martingale Theory; Brownian motion, stochastic calculus.

Course outline
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MATH589 has possible credit equivalents including STOR 635 at University of North Carolina at Chapel Hill.

CourseUniversityQwest Score
STOR 635
Enumerative Combinatorics
University of North Carolina at Chapel Hill74
MATH08086
Elementary Probability and Statistics
The University of Edinburgh73
MA2116
Probability
National University of Singapore73
MATH10024
Probability, Measure & Finance
The University of Edinburgh73
BIOS 761
Advanced Probability and Statistical Inference II
University of North Carolina at Chapel Hill73