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Probability Theory
MATH W4155y
Credits:3 pts.
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.
Course Sections
Section Number:
001
Call Number:
81780
Course Number:
4155
Section Title:
PROBABILITY THEORY
Day/Time:
TuTh 4:10p - 5:25p
417 Mathematics Building
Course Bulletin: http://www.columbia.edu/cu/bulletin/uwb/subj/MATH/W4155-20091-001
Instructor: R. Neel
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