Shortcuts | Notes
Course information
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Instructor: Pierre Tarrès.
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Semester: Fall 2023.
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Outline: Rigorous treatment of conditional expectation and martingales; Weak convergence; Strong law of large numbers; Central limit theorem; Convergence to infinitely divisible distributions; Law of iterated logarithm; Markov chains; Stationary stochastic processes; Ergodic theorems.
Gradebook
Overall grade: A (A/4.00)
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Item | Grade | Letter |
|---|---|---|
| Assignments | A | |
| Midterm | A | |
| Final | A |