MATH7338 (Probability and Measure) course reviews and ratings at Northeastern (NEU). Compare professors with RateMyProfessor reviews.
Focuses on measure-theoretic probability theory, with an emphasis on proofs. Introduces measure spaces and the different notions of convergence that are relevant for random variables. Studies the classical limit theorems about sums of independent, identically distributed random variables. Proves both the law of large numbers and central limit theorem under optimal assumptions. Covers the theory of martingales, with applications toward random walks, Markov chains, and continuous time diffusion processes.
Data updated October 2026.