3 Credits (3-0-0)
Notions of Stochastic Convergence and Related Convergence Theorems, Uniform Integrability, Weak and Strong Laws of Large Numbers, Speed of Convergence in the Strong Laws of Large Numbers, Martingales, Processes, Filtrations, Stopping Times, Discrete Stochastic Integral, Martingale Convergence Theorems and Their Applications, Levy’s Continuity Theorem and Various Versions of Central Limit Theorem, Markov Chains, Discrete Markov Chains, Convergence of Markov Chains, Applications of Probability Theory to Fourier Series-Examples.