STAT 621 - Probability Theory and Stochastic Processes I
[3]Measure-theoretic approach to probability, conditional probability and random variables; distribution functions; modes of convergence; the zero-one law; probability inequalities; dependence and the Martingale theory; and Markov chains and their stationary distributions. Prerequisite: Prerequisite: MATH 600 or MATH 601, STAT 611 or consent of instructor.