Probability Theory
Statistics · 3 hrs Lecture
Offering schedule: contact department
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STAT-4401 prerequisites
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Where STAT-4401 counts
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Description
This course is a continuation of Mathematical Statistics I (STAT-3611 (formerly STAT-3201 or Applied Probability STAT-2701)) and is intended to give students a firm foundation in probability theory. Topics include random walks, characteristic functions and central limit theorem concepts of convergence, laws of large numbers, and martingales and stochastic differential equations.
Requisite courses
STAT-2612 or MATH-2612 (or the former STAT-3611/MATH-3611) or permission of the instructor [prerequisite(s)].
From the 2026-27 undergraduate calendar. Always verify details on WebAdvisor or with an academic advisor before registering.