Probability theory, fourier transform and central limit theorem
| dc.contributor.author | Sorokin, Yegor | |
| dc.date.accessioned | 2009-07-22T18:15:13Z | |
| dc.date.available | 2009-07-22T18:15:13Z | |
| dc.date.graduationmonth | August | |
| dc.date.issued | 2009-07-22T18:15:13Z | |
| dc.date.published | 2009 | |
| dc.description.abstract | In this report we present the main concepts of probability theory: sample spaces, events, random variables, distributions, independence, central limit theorem. Most of the material may be found in the notes of Bass. The work is motivated by wide range of applications of probability theory in quantitative finance. | |
| dc.description.advisor | David R. Auckly | |
| dc.description.degree | Master of Science | |
| dc.description.department | Department of Mathematics | |
| dc.description.level | Masters | |
| dc.identifier.uri | http://hdl.handle.net/2097/1604 | |
| dc.language.iso | en_US | |
| dc.publisher | Kansas State University | |
| dc.rights | © the author. This Item is protected by copyright and/or related rights. You are free to use this Item in any way that is permitted by the copyright and related rights legislation that applies to your use. For other uses you need to obtain permission from the rights-holder(s). | |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
| dc.subject | probability | |
| dc.subject | fourier transform | |
| dc.subject | central limit | |
| dc.subject.umi | Mathematics (0405) | |
| dc.title | Probability theory, fourier transform and central limit theorem | |
| dc.type | Report |
