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Theory of Probability I (STATS 310A)

  • autumn
  • 2018-2019

2 - 4 units

Letter or Credit/No Credit

Mathematical tools: sigma algebras, measure theory, connections between coin tossing and Lebesgue measure, basic convergence theorems. Probability: independence, Borel-Cantelli lemmas, almost sure and Lp convergence, weak and strong laws of large numbers. Large deviations. Weak convergence; central limit theorems; Poisson convergence; Stein's method. Prerequisites: 116, MATH 171.

Course Prequisites

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