Ma/ACM/IDS 140 ab
9 units (3-0-6) |
second, third terms
Prerequisites: For 140 a, Ma 108 b is strongly recommended.
Overview of measure theory. Random walks and the Strong law of large numbers via the theory of martingales and Markov chains. Characteristic functions and the central limit theorem. Poisson process and Brownian motion. Topics in statistics.
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