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