MTHS 635
Elements of Probability

Adam Fieldsteel         

Course Objectives

This is a tentative list of topics to be discussed in Maths 635. Adjustments will be made to accommodate the needs of the students:

  • Introduction to basic probabilistic ideas
  • Conditional probability and independence
  • Bernoulli trials and the binomial distribution
  • Normal approximation and the central limit theorem
  • Weak and strong laws of large numbers
  • The Poisson distribution and its relation to the Binomial distribution
  • Random variables and their distributions
  • Expected values, variance and standard deviation
  • Discrete and continuous distributions
  • Exponential distributions
  • Poisson processes
  • Random walks
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