Difference between revisions of "Math 543: Advanced Probability 1"

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=== Prerequisite ===
 
=== Prerequisite ===
 
[[Math 214]] or equivalent.
 
[[Math 214]] or equivalent.
 +
 +
=== Recommended ===
 +
[[Math 341]], Stat 441(?); or equivalents.
  
 
=== Description ===
 
=== Description ===
Probability theory and its applications.  Topics include random variables,
+
Foundations of the modern theory of probability with applications.  Probability spaces, random variables, independence, conditioning, expectation, generating functions, and Markov chains.
independence and conditioning, laws of large numbers, random walks, martingales, Markov chains, renewal processes, ergodic theorems, Brownian motion, and stochastic integration.
+
  
 
== Desired Learning Outcomes ==
 
== Desired Learning Outcomes ==

Revision as of 12:30, 4 June 2009

Catalog Information

Title

Advanced Probability 1.

Credit Hours

3

Prerequisite

Math 214 or equivalent.

Recommended

Math 341, Stat 441(?); or equivalents.

Description

Foundations of the modern theory of probability with applications. Probability spaces, random variables, independence, conditioning, expectation, generating functions, and Markov chains.

Desired Learning Outcomes

Prerequisites

Minimal learning outcomes

Additional topics

Courses for which this course is prerequisite