MATH-432: Probability theoryThe course is based on Durrett's text book
Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals.
MATH-665: Functional Data AnalysisA rigorous introduction to the statistical analysis of random functions and associated random operators. Viewing random functions either as random Hilbert vectors or as stochastic processes, we will s
COM-417: Advanced probability and applicationsIn this course, various aspects of probability theory are considered. The first part is devoted to the main theorems in the field (law of large numbers, central limit theorem, concentration inequaliti
EE-205: Signals and systems (for EL)Ce cours pose les bases d'un concept essentiel en ingénierie : la notion de système. Plus spécifiquement, le cours présente la théorie des systèmes linéaires invariants dans le temps (SLIT), qui sont
FIN-415: Probability and stochastic calculusThis course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applicatio
