Math 544: Advanced Probability 2
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Contents
Catalog Information
Title
Advanced Probability 2.
Credit Hours
3
Prerequisite
Recommended
Math 341, 342, Stat 441(?); or equivalents.
Description
Advanced concepts in modern probability. Convergence theorems and laws of large numbers. Stationary processes and ergodic theorems. Martingales. Diffusion processes and stochastic integration.