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MATH 589 Advanced Probability Theory 2 (4 unit茅s)

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Offered by: Math. et statistique (Sciences)

Vue d'ensemble

Math茅matiques et Statistiques (Sci) : Characteristic functions: elementary properties, inversion formula, uniqueness, convolution and continuity theorems. Weak convergence. Central limit theorem. Additional topic(s) chosen (at discretion of instructor) from: Martingale Theory; Brownian motion, stochastic calculus.

Terms: Hiver 2024

Instructors: Paquette, Elliot (Winter)