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Georgia Institute of Technology-Main Campus Course Info

Atlanta, Georgia

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Course Info

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MATH 6242

Probability II

Develops the probability basis requisite in modern statistical theories and stochastic processes. Topics of this course include results for sums of independent random variables, Markov processes, martingales, Poisson processes, Brownian motion, conditional probability and conditional expectation, and topics from ergodic theory. Second of two classes.

Units: 3.0