811—Probability Theory II. [=MATH 711] (3) (Prereq: STAT 810) More about distributions, limit theorems, Poisson approximations, conditioning, martingales, and random walks.
Usually Offered: Spring Semesters, Odd years
Purpose: A continuation of STAT 810.
Current Textbook: Resnick, S. I. (2014). A Probability Path, New York, NY: Springer.
| Topics Covered |
|
Approx. Time |
| Law of Large Numbers |
|
3 weeks |
| Convergence in Distribution |
|
3 weeks |
| Characteristic Functions and the Central Limit Theorem |
|
3 weeks |
| Martingales and Random Walks |
10
|
5 weeks |
The above textbook and course outline should correspond to the most recent offering of the course by the Statistics Department. Please check the current course homepage or with the instructor for the course regulations, expectations, and operating procedures.
Contact Faculty: Edsel Peña, Dewei Wang