MATH 6420: Advanced Probability Theory
(Cross-listed with STAT 6420).
Credits: 3. Contact Hours: Lecture 3.
Probability spaces and random variables. Kolmogorov's consistency theorem. Independence, Borel-Cantelli lemmas and Kolmogorov's 0 - 1 Law. Types and characterizations of convergence for random variables. Sums of independent random variables, empirical distributions, weak and strong laws of large numbers. Convergence in distribution and its formulations, tightness, characteristic functions, central limit theorems and Lindeberg-Feller conditions. Conditional probability and expectation, discrete parameter martingales. (Typically Offered: Spring)