Description
Laws of large numbers, characteristic functions, central limit theorem, conditional probabilities and expectations, basic properties and convergence theorems for martingales, introduction to Brownian motion.
Prerequisites
- Prerequisite(s): STAT 5708 (MAT 5170) or permission of the School.
Conditions and arrangements
- Prerequisite(s): STAT 5708 (MAT 5170) or permission of the School.
Reference text in its original language
Laws of large numbers, characteristic functions, central limit theorem, conditional probabilities and expectations, basic properties and convergence theorems for martingales, introduction to Brownian motion.
- Prerequisite(s): STAT 5708 (MAT 5170) or permission of the School.
Sources and references
Dates and sources are retained to help you verify the information. Translations are provided to facilitate reading; the official source governs conditions and requirements.
Source reference : https://calendar.carleton.ca/grad/courses/STAT/