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MATH 230A: Theory of Probability I (STATS 310A)

Mathematical tools: sigma algebras, measure theory, connections between coin tossing and Lebesgue measure, basic convergence theorems. Probability: independence, Borel-Cantelli lemmas, almost sure and Lp convergence, weak and strong laws of large numbers. Large deviations. Weak convergence; central limit theorems; Poisson convergence; Stein's method. Prerequisites: undergraduate probability (at the level of STATS 118 or MATH 151 or MATH 136), real analysis (at the level of MATH 151).
Terms: Aut | Units: 3
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