ST 778 - Measure Theory and Advanced Probability

Institution:

North Carolina State University

Subject:

Statistics

Description:

Modern measure and integration theory in abstract spaces. Probability measures, random variables, expectations. Distributions and characteristic functions. Modes of convergence. Independence, zero-one laws, laws of large numbers, three-series theorem. Central limit problem. Conditional expectations, martingales and martingale convergence theorems.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.ncsu.edu

Phone Number:

(919) 515-2011

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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