Oct 05, 2024  
2018-2019 Graduate Catalog 
    
2018-2019 Graduate Catalog [NOTE!!!! THIS IS AN ARCHIVED CATALOG. FOR THE CURRENT CATALOG, GO TO CATALOG.NIU.EDU]

STAT 670 - Probability Theory


Review of measures, measurable functions, and algebras of events. Random variables and their moments and characteristic function. Sequences of random variables and various modes of convergence. Borel-Cantelli Lemma and Kolmogorov 0-1 law. Weak and strong laws of large numbers. Convergence in distributions and central limit theorems. Conditional expectation and martingales. Brownian motion and stochastic processes.

Prerequisites & Notes
PRQ: MATH 630 and STAT 570, or consent of division.

Credits: 3