Probability and Measure Theory

STA 711

Introduction to probability spaces, the theory of measure and integration, random variables, and limit theorems. Distribution functions, densities, and characteristic functions; convergence of random variables and of their distributions; uniform integrability and the Lebesgue convergence theorems. Weak and strong laws of large numbers, central limit theorem. Prerequisite: elementary real analysis and elementary probability theory.
Typically Offered
Fall Only