STA 703 Advanced Probability

Probability spaces, extension theorem, random variables; independence, conditional probability, conditional expectation; laws of large numbers, law of the iterated logarithm; convergence in distribution; characteristic functions; central limit theorems; martingales.

Fall Semester 2011

Text

Richard Durrett, Probability: Theory and Examples

Instructor

Ruriko Yoshida, Assistant Professor of Statistics

Time and Place for STA703, Fall Semester 2011

  • MWF 1:00 pm - 1:50 pm, Erikson Hall Erikson Hall-Rm.203

Course Website

www.polytopes.net/courses/STA703F11

Syllabus For STA 703

See PDF.

Schedule

  • Midterm Fri October 14th 2011
  • Final 8AM Tue December 13th 2011