Aug 16, 2025  
University Catalog 2018-2019 
    
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University Catalog 2018-2019 [ARCHIVED CATALOG]

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MATH 5740 - Applied Probability Theory

(3)
Prerequisite: MATH 4740. Recommended: MATH 2170. Characteristic functions. Modes of convergence. Law of large numbers. Martingale convergence theorem. Markov chains. Monte Carlo method. Poisson processes. Random walk. Gaussian processes. Brownian motion. Applications in related areas.


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