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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 2013
Instructors: Chen, Linan (Winter)
Winter
Prerequisites: MATH 587 or equivalent