Note: This is the 2020鈥�2021 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
Overview
Mathematics & Statistics (Sci) : Characteristic functions: elementary properties, inversion formula, uniqueness, convolution and continuity theorems. Weak convergence. Central limit theorem. Additional topic(s) chosen (at discretion of instructor) from: Martingale Theory; Brownian motion, stochastic calculus.
Terms: Winter 2021
Instructors: Chen, Linan (Winter)
Winter
Prerequisites: MATH 587 or equivalent
