STAT 621 - Probability Theory and Stochastic Processes I

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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.