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ST 546 Probability and Stochastic Processes I
Mathematical foundations of probability theory. Probabilistic measure theory, random variables and their distributions, construction of expectation. Notions of convergence: almost sure, in probability, in L^p, weak convergence, vague convergence. Conditioning, independence, Borel-Cantelli lemmas, weak and strong laws of large numbers, characteristic functions, central limit theorem, and related concentration inequalities.
Typically offered in Fall only
Statistics (PhD)
/graduate/sciences/statistics/statistics-phd/
1 Unless student has taken ST聽542 Statistical Practice 2 A 500-level or 700-level course in either statistics or another department with material relevant to the student鈥檚 plan of work. Examples include ST聽520 , ST聽531 , ST聽533 , ST聽534 , ST聽537 , ST聽540 , ST聽544 , ST聽546 / 惭础听546 , ST聽563 , ST聽721 ,聽 ST聽732 , ST聽733 , ST聽740 , ST聽745 , ST聽746 , ST聽747 / MA聽747 , and聽 ST聽790 3 Additional courses may include聽 ST聽801 ,聽 ST聽895 聽and courses taken from a Master of Statistics or Master of Science in Statistics degree at NCSU.