uwloo

STAT 902Theory of Probability 2

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Statistics

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 2 of the last 7 terms. Winter 2027: scheduled, 1 lecture section. Spring 2027: schedule not out yet.

Review of conditioning on sigma-fields; martingale theory (discrete and continuous-time) and applications; counting processes; Brownian motion; stochastic differential and integral equations and applications; general theory of Markov processes (including martingale problems and semigroup theory), diffusions; weak convergence of stochastic processes on function spaces; functional versions of the central limit theorem and strong laws; convergence of empirical processes.

Prerequisites

None listed.

Antirequisites

  • Not completed nor concurrently enrolled in any of the following:
    • ECE780 - Special Topics in Control (0.50)

Leads to

No course lists it as a requisite.

Winter 2027 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 00155660 / 30MW 16:00–17:20

Reviewed on UW Flow

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Discussed on r/uwaterloo

34 posts and comments in 26 threads mention STAT 902, November 2015 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.

Spring 2024

I swear the STAT advisors are hostile to anyone wanting to go above and beyond with their statistics education .. 48 points, 41 comments

“Riley strikes back against higher stats education yet again. Tried to override into a STAT 900 course since it seemed interesting, would help with grad admissions, and I did extremely well in the …”

u/mreifslp: “Did you email the prof first or just Riley directly? Just wondering cause I'm also hoping to take a STAT 9XX at some point.”

u/Bid_Queasy: “… Source: was able to override into STAT 902 and 946 after 2 years of being told no by stats advisors.”

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Fall 2023

Waterloo undergrad apply for Waterloo grad school 1 point, 4 comments

“Is there any advantage for Waterloo undergrad during the application?”

u/Royal-Derpness: “Is Waterloo mqf a good program? Or is it just a cash cow?”

u/Not_So_Deleted: “… The courses (STAT 901/902/908) are quite rigorous, as PhD students in the Statistics program only need to take one of those. Even if it doesn't have funding, I wouldn't consider it a cash cow as it's still way cheaper than many other professional programs (e.g. …”

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Winter 2023

How hard would it be for to get into MQF? 2 points, 4 comments

“Hi there, For context, I'm going to enter 4th Year Mechanical Engineering this year, and am planning to apply for Quantitative Finance Master's either for MMF at UofT or MQF here. …”

u/LuK413: “… MQF is very theoretical and you will be taking STAT901, 902 and 906 which will require measure theory. …”

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Fall 2022

STAT 902 Undergraduate? 1 point, 11 comments

u/Novel_Brain9700: “Has anyone ever taken STAT 902 as an undergraduate before? What do the instructor usually ask as a prerequisite for the course? Do you actually need to take STAT 901 first (I heard that you need PMATH 451 for this)”

u/vkoj1221: “I havent taken STAT 901 or STAT 902 but I was allowed to take STAT 901 (as an undergrad with PMATH 450 but no STAT 330). I dropped out of the class because it was looking a little bit like PMATH 451 but easier. I imagine that overriding in is instructor dependent.”

u/AcademicAdvisorBot: “It is indeed instructor dependent as to whether or not you will be allowed to take STAT 901 without having taken STAT 330 or 902. You should contact your instructor to find out if overriding in is possible.”

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Fall 2021

Imagine Calling Yourself An University of "Beyond Ideas" when You Cockblocked Students from Taking Unusual Steps 137 points, 29 comments

“&x200B; https://preview.redd.it/musbbocny3l71.png?width=666&format=png&auto=webp&s=f3ee68db7b83cf57c7bd8d352a3a6b398cb289db”

u/djao: “I'm not riley, but I am the C&O advisor, and I can explain why we would do something like this. In C&O, you do not need advisor approval in order to enrol in a graduate course as an undergrad. …”

u/djao: “… Maybe PMATH 451 is not directly required for STAT 901 (depending on how the prof teaches STAT 901), but it will surely be required for, say, the equivalent of STAT 902. Certainly, taking all three is ideal, on paper, but even that ignores some subtleties. …”

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Winter 2021

Calculus in Statistics 5 points, 6 comments

u/dotuanhiep: “I mean statistics relies heavily on analysis in general, specifically measure theory. So you might want to be solid at elementary stuff like calculus in order to progress further in statistics. …”

u/angerygoosepopo: “I would say measure theory would only be relevant in advanced stat courses in undergrad (STAT 240/241) and in STAT 901/902 in grad. Most of the courses in Waterloo's statistics program are very applied.”

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Fall 2020

Placements after MMath Statistics 5 points, 3 comments

“Hi everyone, I'm looking to apply for the MMath Statistics program and I am keen to know the following: 1. What are the placement statistics for the program? …”

u/EnumerativeCO: “Hey, I went through the program. Here are my two cents: 1) Not sure what you mean by placements. It feels to me that it's evenly split between people continuing further into academia (PhD) and people …”

u/EnumerativeCO: “That's fair. Note that you can take a lot of topics courses and some CS classes too, but I'd talk to Mary Lou about specifics. I took STAT 830, 833, 901, 902, 854, 850 and PMATH 650.”

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How to take Grad Level Courses (i.e. STAT902) 0 points, 4 comments

u/robot777: “Any undergrads have experience enrolling in graduate level courses? Where to find more about this /prereqs. I enjoyed taking the advanced STAT courses.”

u/dotuanhiep: “I haven’t taken any grad course yet, but from what I’ve heard, just email the instructor for that term. For Stat 902, people said that you need to have taken Stat 901 first or do extremely well in Pmath 451. So keep that in mind.”

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Winter 2020

MMath Applied Math vs MMath CS? Which is better if I want to learn about mathematical finance? 1 point, 9 comments

“So, I'm a CS major. I want to learn more about math and I was wondering about those two degrees. I've also heard about MQF but I'm not sure I can qualify for that degree. …”

[deleted]: “Mmath stat? You can take all the same classes as MQF with a mmath stat and it's way less competitive”

[deleted]: “Stat902! A couple of actsc courses touch on it too! I think actsc846 would have stoch calc applied to a finance context (double check this tho it's been ages since I took this class)”

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Spring 2019

Most useful Mathematical Finance courses? 10 points, 7 comments

“Kinda feel like taking mathematical finance, but I don't want to take all the lame courses. Plus I'm cs/bba and friend tells me I'd need to take an extra 6A term to get it all done - I'm not down for …”

u/an__okay__guy: “STAT 433, STAT 331 (maybe 431, don't know what the exact syllabus of that course is), some ML courses (your best bet being STAT 441, with maybe a hint of 444), STAT 443, and some CS courses like 246 …”

u/an__okay__guy: “… To that end, you might find value in taking STAT 901 and 902 (Probability Theory 1 & 2) as well if you're able to take them (though just a heads up you need a 90+ CAV as an undergrad to override into these).”

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Winter 2019

Stochastic Differential Equations 6 points, 7 comments

“Hi, next year I'll come to wateroo as visiting graduate student, I'm looking for a class to replace my courses on Stochastic Differential Equations and Bayesian Statistic Any suggestions?”

u/pmath_noob: “… STAT 902 is pretty light, I don't think it gives you enough knowledge for SDE. The only bet is maybe to get a prof who opens a reading course for you. …”

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