MATH 561 P1 - Theory of Probability I
Mathematical foundations of probability and stochastic processes; probability measures, random variables, distribution functions, convergence theory, the Central Limit Theorem, conditional expectation, and martingale theory. Course Information: Same as STAT 551. Prerequisite: MATH 541 or consent of instructor.
Undergraduates seeking approval to enroll should go to 313 Altgeld Hall for information. Undergraduates who receive approval may enroll starting November 17 if seats remain. Students from the following programs must contact the Director of Graduate Studies in Mathematics Academic Program Restrictions: MS: Financial Engineering
Course Level: Graduate Credit: 4 Term(s): Spring
Option 1Number of Required Visit(s): 0
Academic Program Restrictions:
MS: Financial Engineering
Course Level: Graduate