STAT6344 - Probability Theory I

STAT 6344 Probability Theory I (3 semester credit hours) Measure theoretic coverage of probability theory. Topics include: Axioms of probability, Integration; Distributions and moments; Probability Inequalities; Convergence of probability measures; Laws of large numbers; Central limit theorem; Three-series theorem; Zero-one laws; Glivenko-Cantelli theorem; Law of iterated logarithm; Conditional probability and expectation; Introduction to martingales. Prerequisite: MATH 5302 or equivalent. (3-0) T