20416 Probability Theory 1

Credits: 6 intermediate credits in Mathematics

Prerequisites: none

Required: One of the following: Infinitesimal Calculus I, Differential and Integral Calculus I, Differential and Integral Calculus II, or both Infinitesimal Calculus II and Infinitesimal Calculus III

The course, based on a translation (by Michal Golan) of chapters 1-8 of A First Course in Probability (5th ed.), by S. Ross (Prentice Hall, 1998), was developed by Abraham Ginzburg, Yossi Kaufman and Naomi Milano-Rosenthal.

The course provides an introduction to probability theory for Mathematics students. It may also be of interest to Engineering and Science students with the necessary background in differential and integral calculus. Students with a weaker background may prefer the abridged version of this course, Probability for Computer Science Students (20425). The course presents fundamental concepts in probability and a wide range of applications through numerous examples and exercises.

Topics: Combinatorial analysis; Axioms of probability; Conditional probability and independence; Random variables; Continuous random variables; Jointly distributed random variables; Properties of expectation; Limit theorems.

1There is some overlap in the content of this and other courses. For details, see Overlapping Courses.