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MATH department

MATH 280B. Probability Theory II (4 units)

Link to catalog page: https://catalog.ucsd.edu/courses/MATH.html#math280b

Description

This is the second course in a three-course sequence in probability theory. Topics covered in the sequence include the measure-theoretic foundations of probability theory, independence, the Law of Large Numbers, convergence in distribution, the Central Limit Theorem, conditional expectation, martingales, Markov processes, and Brownian motion. Prerequisites: a grade of B or better required in MATH 280A. Students who have not completed MATH 280A may enroll with consent of instructor.

Prerequisite courses

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Successor courses

MATH 280B is a prerequisite of the following 2 courses: