Apr 03, 2025  
2021-2022 Graduate Catalog 
    
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2021-2022 Graduate Catalog [NOTE!!!! THIS IS AN ARCHIVED CATALOG. FOR THE CURRENT CATALOG, GO TO CATALOG.NIU.EDU]

STAT 600 - 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: STAT 400 or ACSC 400X, or MATH 630, or STAT 500, or STAT 600; or consent of department.

Credits: 3