Advanced Probability 2

Advanced Probability 2
Advanced concepts in modern probability. Convergence theorems and laws of large numbers. Stationary processes and ergodic theorems. Martingales. Diffusion processes and stochastic integration.
 Hours3.0 Credit, 3.0 Lecture, 0.0 Lab
 PrerequisitesMATH 543
 RecommendedMath 341, 342, 431; or equivalents.
Course Outcomes

Learning Outcomes

Students should understand the topics outlined in the minimal learning outcomes on the Math 544 Wiki page. As evidence of that understanding, students should be able to demonstrate mastery of all relevant vocabulary, familiarity with common examples and counterexamples, knowledge of the content of the major theorems, understanding of the ideas in their proofs, and ability to make direct application of those results to related problems.


Convergence of random variables

Laws of Large Numbers

Stochastic processes

Ergodic theory


Brownian motion

Itô integral