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- mat-235b - probability-theory
University of California-Davis Course Info
Davis, California•
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Course Info
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MAT 235B
Probability Theory
Measure-theoretic foundations, abstract integration, independence, laws of large numbers, characteristic functions, central limit theorems. Weak convergence in metric spaces, Brownian motion, invariance principle. Conditional expectation. Topics selected from: martingales, Markov chains, ergodic theory. (Same course as STA 235B.)
Units: 4.0
Hours: Lecture—3 hour(s); Term Paper/Discussion—1 hour(s).
Prerequisites:
STA 235A - Probability Theory
or
MAT 235A - Probability Theory