Spring 2022 STAT 25150

Course: STAT 25150

Title: Introduction to Mathematical Probability-A

Instructor(s): Robert Fefferman

Teaching Assistant(s):

Class Schedule: Sec 1: TR 9:30 AM-10:50 AM in Eckhart 133


Description: This course covers combinatorics; basic notions of probability and conditional probability; independence; expectation, variance, and covariance; discrete and continuous random variables, including distributions such as binomial, normal, multinomial, geometric, hypergeometric, negative binomial, and Poisson; Gambler's Ruin; generating functions and applications to branching processes; the (Weak) Law of Large Numbers and its application to approximation by polynomials, i.e., the Weierstrass Approximation Theorem; random walk, including proof of recurrence in one and two dimensions and transience in three dimensions; characteristic functions and the Central Limit Theorem.

Notes: Students may count either STAT 25100 or STAT 25150, but not both, toward the forty-two credits required for graduation.