Vue d'ensemble
Math茅matiques et Statistiques (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: Hiver 2010
Instructors: Anderson, William J (Winter)
- Winter
- Prerequisites: MATH 587 or equivalent