Course Description
Sets and classes, sigma-fields and related structures, probability measures and extensions, random variables, expectation and integration, uniform integrability, inequalities, L_p-spaces, product spaces, independence, zero-one laws, convergence notions, characteristic functions, simplest limit theorems, absolute continuity, conditional expectation and conditional probabilities, martingales.
Fall 2025
Instructors
Meeting Patterns
Classes Start:
August 18, 2025
Classes End:
December 2, 2025
Location:
05270 SAS Hall
Class Days:
T H
Class Start Time:
10:15am
Class End Time:
11:30am
Class Type:
Lecture
Credits:
3.00
Restrictions:
Prerequisite: ST 702
