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Department:
Course Number:
C205B
CCN:
87630
Instructor:
EVANS, S N
Description:
The course is designed as a sequence with with Statistics C205A/Mathematics C218A with the following combined syllabus. Measure theory concepts needed for probability. Expection, distributions. Laws of large numbers and central limit theorems for independent random variables. Characteristic function methods. Conditional expectations, martingales and martingale converengence theorems. Markov chains. Stationary processes. Brownian motion. Also listed as Mathematics C218B."
Semester:
Spring 2014
Term (SP for Spring; FL for Fall):
SP