This is the second course in a three-course sequence in probability theory. Topics covered in the sequence include the measure-theoretic foundations of probability theory, independence, the Law of Large Numbers, convergence in distribution, the Central Limit Theorem, conditional expectation, martingales, Markov processes, and Brownian motion.
Before you enroll
Prerequisites
From the catalog: “a grade of B or better required in MATH 280A. Students who have not completed MATH 280A may enroll with consent of instructor.”