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Probability Theory

ORF 526

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This is a graduate introduction to probability theory with a focus on stochastic processes. Topics include: an introduction to mathematical probability theory, law of large numbers, central limit theorem, conditioning, filtrations and stopping times, Markov processes and martingales in discrete and continuous time, Poisson processes, and Brownian motion.
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Section L01

  • Type: Lecture
  • Section: L01
  • Status: O
  • Enrollment: 28
  • Capacity: 48
  • Class Number: 20195
  • Schedule: MW 11:00 AM-12:20 PM