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STATS310B

Theory of Probability II

Statistics H&S - Humanities & Sciences

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. http://statweb.stanford.edu/~adembo/stat-310b. Prerequisite: 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

Does this course satisfy the University Language Requirement?

No

Programs

STATS310B is a completion requirement for:
  • (from the following course set: )
  • (from the following course set: )