MATH 6802 Probability Theory II 3.0 Credits
Conditional expectation, filtrations, dependent sequences, Markov chains, discrete-time martingales, stopping times, optional stopping/convergence, weak convergence, tightness, functional CLT/Donsker-type invariance principles, and Brownian motion as a limit object.
Repeat Status: Not repeatable for credit
Prerequisites: MATH 6801 [Min Grade: B]