Probability Theory — PRO

  • Instructor: Peter Bálint
  • Contact: pet at math.bme.hu
  • Prerequisites: Basic calculus. At some topics discussed in the second half of the course, some knowledge of elementary linear algebra is helpful, but this will be treated in a self-contained manner.
  • Text: A First Course in Probability, by S. Ross

Course description: This is a first course on the mathematical phenomenon of uncertainty and techniques used to handle them. Not only being challenging itself, this field is of increasing interest in many areas of engineering, economical, physical, biological and sociological sciences as well. In this course we cover the basic notions and methods of probability theory, also giving emphasize on examples, applications and problem solving.

Topics: Briefly, the topics include probability in discrete sample spaces, methods of enumeration (combinatorics), conditional probability and independence, random variables, properties of expectations, the Weak Law of Large Numbers, and the Central Limit Theorem.