Academic Catalog

STAT602 ADVANCED PROBABILITY THEORY II

Course Code:	2460602
METU Credit (Theoretical-Laboratory hours/week):	3(3-0)
ECTS Credit:	8.0
Department:	Statistics
Language of Instruction:	English
Level of Study:	Graduate
Course Coordinator:	Prof.Dr. AYÞEN AKKAYA
Offered Semester:	Fall Semesters.

Course Content

Concept of conditioning. From independence to dependence. Ergodic theorems. Martingales and decomposability. Brownian motion and limit distributions.