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Graduate Courses
21-780 Probability Theory
12 units
Random variables and joint probability distributions, Kolmogoroff's extension theorem, independence, law of large numbers and the central limit theorem, conditional expectations and probabilities, martingale convergence theorem. Markov processes, Gaussian processes, definition and construction of Brownian motion.
Prerequisite: 21-720. (Credit cannot be received for both this course and 21-782.)
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