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. AYEN AKKAYA
Offered Semester: Fall Semesters.

Course Content

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