Course Description
Conditional expectations, discrete time martingales, stopping times, uniform integrability, applications to 0-1 laws, Radon-Nikodym Theorem, ruin problems, etc. Other topics as time allows selected from (i) local limit theorems, (ii) renewal theory, (iii) discrete time Markov chains, (iv) random walk theory,(v) ergodic theory. Recommended Prerequisite: STATS 310A or MATH 230A.
Cross Listed Courses
Grading Basis
ROP - Letter or Credit/No Credit
Min
3
Max
3
Course Repeatable for Degree Credit?
No
Course Component
Lecture
Enrollment Optional?
No
Enforced Requisites
Prerequisite
Complete ANY of the following Courses:
- 1254841
- 1254842
Does this course satisfy the University Language Requirement?
No
Schedule
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Courses
STATS310B is a antirequisite for:
STATS310B is a prerequisite for:
Programs
STATS310B is a completion requirement for:
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