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Department of Statistics

STAT 811

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
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 PeñaDewei Wang

Challenge the conventional. Create the exceptional. No Limits.