MATH GU4155

PROBABILITY THEORY

Columbia University in the City of New York · UGRD · Fall 2026

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Prerequisites: MATH GU4061 or MATH UN3007 A rigorous introduction to the concepts and methods of mathematical probability starting with basic notions and making use of combinatorial and analytic techniques. Generating functions. Convergence in probability and in distribution. Discrete probability spaces, recurrence and transience of random walks. Infinite models, proof of the law of large numbers and the central limit theorem. Markov chains

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Class #columbia_in_city_new_york-MATHGU4155Fall 2026UGRD3.00 credits
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