STAT600

Probability Theory I

Reviews for this course Testudo

Prerequisite: STAT410. Probability space; distribution functions and densities; Poissson limit theoreom; de Moivre-Laplace theorem; measure-theoretic definition of expectation; classification of measures on R; convergence of random variables; Radon-Nikodym theorem;LP spaces; conditional probabilities; independence of events, sigma-algebras and random variables; Bayes' theo rem; pi-systems and Dynkin systems; discrete Markov chains; random walks; gambler's ruin problem; Markov chains on a general phase space; Borel-cantelli lemmas; Kolmogorov inequality; three series theorem; laws of large numbers.

Fall 2024

Yu Gu

2 reviews
Average rating: 4.50

Fall 2023

Leonid Koralov

19 reviews
Average rating: 3.26

Past Semesters

Leonid Koralov

19 reviews
Average rating: 3.26

Mark Freidlin

3 reviews
Average rating: 1.67

Sandra Cerrai

13 reviews
Average rating: 3.54

Dmitry Dolgopyat

35 reviews
Average rating: 2.23

Yu Gu

2 reviews
Average rating: 4.50

* "W"s are considered to be 0.0 quality points. "Other" grades are not factored into GPA calculation. Grade data not guaranteed to be correct.