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Institution:
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University of Illinois at Chicago
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Subject:
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Description:
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Abstract measure theory, probability measures, Kolmogorov extension theorem, sums of independent random variables, the strong and weak laws of large numbers, the central limit theorem, characteristic functions, law of iterated logarithm, infinitely divisible laws. Prerequisite(s): MATH 534 or consent of the instructor.
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Credits:
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4.00
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Credit Hours:
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Prerequisites:
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Corequisites:
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Exclusions:
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Level:
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Instructional Type:
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Lecture
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Notes:
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Additional Information:
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Historical Version(s):
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Institution Website:
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Phone Number:
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(312) 996-7000
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Regional Accreditation:
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North Central Association of Colleges and Schools
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Calendar System:
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Semester
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