Probability Limit Theorems

MATH-SHU.0350

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Course information

  • Instructor: Pierre Tarrès.

  • Semester: Fall 2023.

  • 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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AssignmentsA
MidtermA
FinalA