The MCS 521 web page has further information for this course. The MCS 572 web page has further information for this course. Newman, Obremski, Schaeffer, Exploring Probability , Dale Seymour, Pub. Gnanadesikan, Schaeffer, and Swift, Art and Techniques of Simulation , Dale Seymour, Pub. Emphasis on collection and analysis of data, classroom activities and software.
Major project is required.
Supervised weekly seminars. Instructor will provide notes. Abstract measure theory, probability measures, Kolmogorov extension theorem, sums of independent random variables, the strong and weak laws of large numbers, the central limit theorem, characteristic functions, law of iterated logarithm, infinitely divisible laws. This course is not listed in the Fall Timetable. The Call Number is 30975.