Offers selected topics in probability such as sums of independent random variables, notions of convergence, characteristic functions, Central Limit Theorem, random walk, conditioning and martingales, Markov chains and Brownian motion.

Ongoing course

Time: MWF 11:30 AM – 12:20 PMLocation: CLRE 208Office hours: See details here

Grading

Homework: 30% – Weekly homework (you must turn them in)Midterm: 30% – TBAFinal : 40% – TBA

Homework sets

All problems refer to our textbook.

Textbook

Some books that may be useful in this course

Course notes

How to construct sequence of independent r.v?

20 de September de 2021

Joint distributions and nice property of expected value of product of independent random variables.

17 de September de 2021

Proving a nice tool to show independence!

15 de September de 2021

Independence of events, random variables and sigma-algebras.

13 de September de 2021

Conditional probability

10 de September de 2021

Why should we care about CDF? Given a distribution function F, does there exist a random variable whose CDF is F?

8 de September de 2021

Why should we care about CDF? Given a distribution function F, does there exist a random variable whose CDF is F?

3 de September de 2021

Why should we care about CDF? Given a distribution function F, does there exist a random variable whose CDF is F?

1 de September de 2021

Random variables, distribution of a random variable, CDF

30 de August de 2021

The right definition for probability, important concepts from measure theory

27 de August de 2021

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