syllabus

syllabus - Statistics 330/600, SPRING 2005 Page 1 of 2...

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Statistics 330/600 (Spring 2005) Advanced Probability Measure theoretic probability, conditioning, laws of large numbers, convergence in distribution, characteristic functions, central limit theorems, martingales. Some knowledge of real analysis is assumed. Intended audience The course is aimed at students (both graduate and undergraduate) who are either comfortable with real analysis or who are prepared to invest some extra effort to learn more real analysis during the course. Prior exposure to an introductory probability course (such as Stat 241/541 ) would be an advantage, but is not essential. Knowledge of measure theory is not assumed. The first two weeks of the course will introduce key measure theoretic ideas, with other ideas explained as needed. Text Pollard, User's Guide to Measure Theoretic Probability Cambridge University Press 2001. [ Table of contents ] If you prefer a more standard text, one of the books on the list of references might be to your taste. Topics
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syllabus - Statistics 330/600, SPRING 2005 Page 1 of 2...

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