Course Archives Theoretical Statistics and Mathematics Unit | ||||||||||
Course: Advanced Probability Instructor: Mathew Joseph Room: right side of audi Time: Currently offered Level: Postgraduate |
||||||||||
Syllabus
Past Exams Syllabus: Independence, Kolmogorov Zero-one Law, Kolmogorov Three-series theorem, Strong law of large Numbers. LevyCramer Continuity theorem, CLT for i.i.d. components, Infinite Products of probability measures, Kolmogorovs Consistency theorem, Radon-Nikodym Theorem, Conditional expectations. Discrete parameter martingales with applications Suggested Texts : 1. J. Nevue, Mathematical foundations of the calculus of probability, Holden- Day (1965). 2. P. Billingsley, Probability and measure, John Wiley (1995). 3. Y. S. Chow and H. Teicher, Probability theory. Independence, interchangeability, martingales, Springer Texts in Statistics, Springer (Indian reprint 2004). Evaluation:
Top of the page Past Exams | ||||||||||
Midterm
Top of the page | ||||||||||
[ Semester Schedule ] [ SMU ] [Indian Statistical Institute] |