STAT601

Probability Theory II

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Prerequisite: STAT600. Weak convergence of measures; characteristic functions; Central Limit Theorem and local limit theorem; stable laws; Kolmogorov consistency theorem (without proof); conditional expectations and martingales; optimal stopping theorem; convergence of martingales; Brownian motion; Markov processes and families; stochastic integral and Ito formula. Offered Spring only.

Spring 2026

Sandra Cerrai

0 reviews
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Spring 2025

Ron Peled

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Past Semesters

Dmitry Dolgopyat

0 reviews
Average rating: N/A

Sandra Cerrai

0 reviews
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Leonid Koralov

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Sandra Cerrai

0 reviews
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Mark Freidlin

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During the Spring 2020 and Spring 2021 semesters, students could choose to take some of their courses pass-fail mid-semester which skews grade data aggregated across multiple semesters.

Average GPA of 3.36 between 151 students*

STAT601 Grade Distribution+-05101520253035404550556065% of studentsABCDFWother
A-: 11.26%
A: 45.7%
A+: 3.31%
B-: 3.31%
B: 5.96%
B+: 5.3%
C: 1.32%
C+: 0.66%
D: 0.66%
F: 3.97%
W: 3.97%
other: 14.57%
* "W"s are considered to be 0.0 quality points. "Other" grades are not factored into GPA calculation. Grade data not guaranteed to be correct.