NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information. | |

Fall 2022 Statistics GR6301 section 001 PROBABILITY THEORY I | |

Call Number | 13864 |

Day & Time Location |
TR 10:10am-11:25am 903 School of Social Work |

Points | 4 |

Grading Mode | Standard |

Approvals Required | None |

Instructor | Marcel F Nutz |

Type | LECTURE |

Method of Instruction | In-Person |

Course Description | Prerequisites: A thorough knowledge of elementary real analysis and some previous knowledge of probability. Overview of measure and integration theory. Probability spaces and measures, random variables and distribution functions. Independence, Borel-Cantelli lemma, zero-one laws. Expectation, uniform integrability, sums of independent random variables, stopping times, Wald's equations, elementary renewal theorems. Laws of large numbers. Characteristic functions. Central limit problem; Lindeberg-Feller theorem, infinitely divisible and stable distributions. Cramer's theorem, introduction to large deviations. Law of the iterated logarithm, Brownian motion, heat equation. |

Web Site | Vergil |

Department | Statistics |

Enrollment | 23 students (25 max) as of 5:33PM Monday, September 26, 2022 |

Subject | Statistics |

Number | GR6301 |

Section | 001 |

Division | Graduate School of Arts and Sciences |

Open To | GSAS |

Campus | Morningside |

Note | STAT PhD students only. |

Section key | 20223STAT6301G001 |

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