STA4029Z - Advanced Probability Theory

12 credits at NQF level 8

Entry Requirements:

Currently doing an honours or masters degree in statistics or at the discretion of the Head of Department.

Course Outline:

The course aims to cover advanced concepts in probability and martingale theory, including products and conditioning, analysis, L2 theory of random variables, charecteristic functions, convergence and uniform integrability, martingales, aquare integrable martingales, local martingales.