The approach taken will be formal. Probability spaces and probability measures. Random variables. Expectation and integration. Convergence of random variables. Conditional expectation. The ...
This course is available with permission to General Course students. This is a first course in measure-theoretic probability. It covers the following topics. Abstract probability spaces: sample spaces ...
Various types of convergence of sequences and measurable functions will be introduced, and precise statements and proofs of the probability limit theorems (Law of Large Numbers, Central Limit Theorems ...
Probability is a measure of the likelihood of events happening. The greater the proportion of times an event can happen the greater (or more likely) the probability. Events can be ordered by the ...