Math 544: Advanced Probability 2

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Catalog Information

Title

Advanced Probability 2.

Credit Hours

3

Prerequisite

Math 214 or equivalent.

Description

Probability theory and its applications. Topics include random variables, independence and conditioning, laws of large numbers, random walks, martingales, Markov chains, renewal processes, ergodic theorems, Brownian motion, and stochastic integration.

Desired Learning Outcomes

Prerequisites

Minimal learning outcomes

Additional topics

Courses for which this course is prerequisite