Faculty of Science

Objectives

To provide students with advanced notions of probability.

Contents

General probability theory; Non-discrete probability; Probability spaces; Distribution of a random variable; Multivariate distributions; Mathematical expectation; variance; Characteristic functions; Moment generating functions; Convergence in probability; Kolmogorov inequality; Laws of large numbers; Central limit theorem; Stochastic processes with applications to the biological, physical and social sciences; Markov processes; Poisson processes.