STAT601 ADVANCED PROBABILITY THEORY I
| Course Code: | 2460601 |
| METU Credit (Theoretical-Laboratory hours/week): | 3 (3.00 - 0.00) |
| ECTS Credit: | 8.0 |
| Department: | Statistics |
| Language of Instruction: | English |
| Level of Study: | Graduate |
| Course Coordinator: | Prof.Dr. AYŞEN AKKAYA |
| Offered Semester: | Fall Semesters. |
Course Objectives
This is an introduction to measure-theoretic probability theory. We will be proving many results to the full extend, such as Strong Law of Large Numbers, Central Limit Theorem. The two semester sequence covers all topics that appear on the Probability Preliminary Examination.
Course Content
Notions of measure theory. General concepts and tools of probability theory. Independence; convergence; laws of large number. Random walks.
Course Learning Outcomes
This is an introduction to measure-theoretic probability theory. We will be proving many results to the full extend, such as Strong Law of Large Numbers, Central Limit Theorem. The two semester sequence covers all topics that appear on the Probability Preliminary Examination.