Theory of Probability II

MATH 6252: Theory of Probability II

Central limit theorems; Poisson processes; random walks, Markov chains; martingales; Brownian motion; stochastic processes.
Prereq: 6251 (723). Not open to students with credit for 724.
Credit Hours
4.0

Textbook

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

Semester(s) Offered:

Spring