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×Davis, California•
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 MAT 235A.)
Units: 4.0
Hours: Lecture—3 hour(s); Term Paper/Discussion—1 hour(s).