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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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SIS update 09/26/22 17:33    web update 09/26/22 21:16