Skip to Main Content

PSTAT213B

Download as PDF

PSTAT 213B - Introduction to Probability Theory and Stochastic Processes

Statistics & Applied Probability College of Letters and Science

Full Course Title

Introduction to Probability Theory and Stochastic Processes

Instructor Name(s)

STAFF

Course Description

Convergence of random variables: different types of convergence; characteristic functions, continuity theorem, laws of large numbers, central limit theorem, large deviations, infinitely divisible and stable distributions, uniform integrability. Conditional expectation.

Unit Value

4

Maximum number of times course can be repeated for additional credit

99

Maximum Units

99

Prerequisites

Prerequisites: PSTAT 213A, and either PSTAT 210 or Math 118 A-B-C

UC Santa Barbara
Santa Barbara, California 93106
(805) 893-8000


Copyright © 2024 The Regents of the University of California. All Rights Reserved.
Terms of Use. Questions or Comments? Please email us.