Probability Theory

Catalog description

This graduate-level treatment of the theory of probability includes a brief review of probability spaces and finite counting techniques, random variables and distribution functions, density, mass functions, and expectation. The course also examines the standard random variables; multivariate distributions; functions and sums of random variables; limit theorems - weak and strong law of large numbers and the central limit theorem. The course also discusses the historical development of probability. Students should have a solid background in undergraduate mathematics through multivariable calculus, and some familiarity with theory and proof in mathematics.