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MATH 6251: Theory of Probability I

October 20, 2013
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: 
4.0

Textbook

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


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