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- stat-600 - probability-theory
Northern Illinois University Course Info
Dekalb, Illinois
Course Info
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STAT 600
Probability Theory
Review of measures, measurable functions, and algebras of events. Random variables and their moments and characteristic function. Sequences of random variables and various modes of convergence. Borel-Cantelli Lemma and Kolmogorov 0-1 law. Weak and strong laws of large numbers. Convergence in distributions and central limit theorems. Conditional expectation and martingales. Brownian motion and stochastic processes
Units: 3.0
Prerequisites:
STAT 500 - Introduction to Probability Theory
and
MATH 630 - Real Analysis I