PSTAT 213B - Introduction to Probability Theory and Stochastic Processes

Convergence of random variables: different types of convergence; characteristic functions, continuity theorem, laws of large numbers, central limit theorem, large deviations, infinitely divisible and stable distributions, uniform integrability. Conditional expectation.

Prerequisites: Prerequisites: PSTAT 213A, and either PSTAT 210 or Math 118 A-B-C

PSTAT 213B

21 / 30 Enrolled

Introduction to Probability Theory and Stochastic Processes

Ruimeng Hu 4.3

T R

09:30 AM - 10:45 AM

67.6% A