Course Number
625.728
Next Offered
Spring 2022
Primary Program
Applied and Computational Mathematics
Location
Online
Mode of Study
Face to Face, Virtual Live

This course provides a rigorous, measure-theoretic introduction to probability theory. It begins with the notion of fields, sigma fields, and measurable spaces and also surveys elements from integration theory and introduces random variables as measurable functions. It then examines the axioms of probability theory and fundamental concepts including conditioning, conditional probability and expectation, independence, and modes of convergence. Other topics covered include characteristic functions, basic limit theorems (including the weak and strong laws of large numbers), and the central limit theorem.

Course Prerequisite(s)

EN.625.601 Real Analysis and EN.625.603 Statistical Methods and Data Analysis.

Course Offering(s)

Open

625.728.8VL
01/27/2022 - 05/05/2022
Thur 4:30 p.m. - 7:10 p.m.
Notes: This course uses the Virtual Live format. All students participate online through live web-conferencing at the scheduled day and time. This is a live-online course in which students participate in live weekly lectures and discussions, and are able to interact extensively with the instructors. All classes are recorded for download and review.
Semester
Spring 2022
Mode of Study
Virtual Live
Location
Online
Cost
$4,755
Textbook
TBD