Carnegie Mellon ContactLinksSite
Department of Mathematical Sciences
About the Department Graduate Programs Undergraduate Program Research & Centers People
Letter of Introduction
Degree Programs
Graduate Courses
Seminars
Admissions
Financial Aid
Past Dissertations

Home

Graduate Courses

21-782 Probability Theory and Stochastic Processes I
6 units

A first course in measure-theoretic probability. Topics include random variables, distribution functions, characteristic functions, laws of large numbers, and the central limit problem.

Prerequisite: 21-781 or 21-720. (This course, together with 21-781, is a cross-listing of 36-753. Credit cannot be received for both this course and 21-780.)