An introduction to probability from the rigorous point of view. Random variables. Generating functions. Convergence of random variables. The strong law of large numbers and the central limit theorem. Stochastic processes. Stationary process and martingales. Prerequisite: MATH 242 and (MATH 348 or STAT 380), all with a minimum grade of C-.
An introduction to probability from the rigorous point of view. Random variables. Generating functions. Convergence of random variables. The strong law of large numbers and the central limit theorem. Stochastic processes. Stationary process and martingales. Prerequisite: MATH 242 and (MATH 348 or STAT 380), all with a minimum grade of C-.
