Theory of Probability I

MATH 6251: Theory of Probability I

Review of measures and integration; independence for events and for random variables; covariance and correlation for random variables; weak and strong laws of large numbers; Borel-Cantelli lemmas; Central Limit Theorems.
Prereq: 5202 (653). Not open to students with credit for 722.
Credit Hours


Title: Probability: Theory and Examples
Edition: 4th
Author: Rick Durrett
Publisher: Cambridge
ISBN: 9780521765398

Semester(s) Offered: