01:640:478 Probability II (3)
Sums of independent random variables, moments and moment- generating functions, characteristic functions, uniqueness and continuity theorems, law of large numbers, conditional expectations, Markov chains, random walks.
Prerequisites: 01:640:250 and either 01:640:477 or both 01:640:251 and 01:960:381.
The course is taught each spring.
Sheldon M. Ross; Introduction to Probability Models (ninth edition)
The syllabus is available from the instructor.
Comments on this page should be sent to: ugvc AT math.rutgers.edu
April 2007: UGVC
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