MATHC218B
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MATH C218B - Probability Theory
Course Title
Probability Theory
Course Description
The course is designed as a sequence with with Statistics C205A/Mathematics C218A with the following combined syllabus. Measure theory concepts needed for probability. Expection, distributions. Laws of large numbers and central limit theorems for independent random variables. Characteristic function methods. Conditional expectations, martingales and martingale convergence theorems. Markov chains. Stationary processes. Brownian motion.
Minimum
4
Maximum
4
Grading Basis
Default Letter Grade; S/U Option
Instructors
Staff
Repeat Rules
Course is not repeatable for credit.
Cross-Listed Course(s)
Formats
Lecture
Term
Fall and Spring
Duration (in weeks)
15
Minimum Hours
3
Maximum Hours
3
Minimum Hours
9
Maximum Hours
9