| Unit name | Probability 34 |
|---|---|
| Unit code | MATHM0700 |
| Credit points | 10 |
| Level of study | M/7 |
| Teaching block(s) |
Teaching Block 1 (weeks 1 - 12) |
| Unit director | Dr. Leslie |
| Open unit status | Not open |
| Pre-requisites |
None |
| Co-requisites |
None |
| School/department | School of Mathematics |
| Faculty | Faculty of Science |
This course deals with various modes of convergence of random variables (almost surely, weak, in probability, and in Lp) and the connections between them. We also discuss and prove weak laws and strong laws of large numbers, prove the Borel-Cantelli lemmas, the Kolmogorov 0-1 law, and the three series theorem. We study the properties and applications of characteristic functions. Central Limit Theorems, Lindeberg conditions, Local limit theorems, Barry-Essen inequality will proved / discussed.
