STAT 571 - Probability and Measure

3 units (fi 6)(EITHER, 3-0-0)

Faculty of Science

Probability Measures, Lebesgue Measure on R, Random Variables, Probability Densities and Distributions, Lebesgue-Stieltjes integration, Independence, Convergence (almost surely, in probability, and in distribution), Product Probabilities, Key Inequalities (Markov, Chebyshev, Hölder, Jensen, and Paley-Zygmund), Characteristic functions, Law of Large Numbers, Central Limit Theorem, Concentration Inequalities, Applications to problems in analysis, geometry, and combinatorics. Prerequisite: STAT 512.