MATH 525 - Probability Theory
Winter 2014, Section 001
Instruction Mode: Section 001 is (see other Sections below)
Subject: Mathematics (MATH)
Department: LSA Mathematics
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Requirements & Distribution:
Waitlist Capacity:
Advisory Prerequisites:
MATH 451 (strongly recommended). MATH 425/STATS 425 would be helpful.
This course counts toward the 60 credits of math/science required for a Bachelor of Science degree.
May not be repeated for credit.
Primary Instructor:


The aim of this course is to provide mathematically rigorous basics of probability and some useful results on the subject. Some applications will be given through examples and exercises. There is substantial overlap with MATH 425 (Intro. to Probability), but here more sophisticated mathematical tools are used and there is greater emphasis on proofs of major results. MATH 451 is preferable to MATH 450 as preparation, but either is acceptable. This course is a core course for the Applied and Interdisciplinary Mathematics (AIM) graduate program.

Content: The following topics will be covered: sample space and events, random variables, concept and definition of probability and expectation, conditional probability and expectation, independence, moment generating functions, Law of large numbers, Central limit theorem, Markov chains, Poisson process and exponential distribution. These topics will be chosen from the first seven chapters of the text book.

Required text: G. Grimmett and D. Stirzaker, Probability and Random Processes, Third edition, Oxford,2001

Optional text: S.M. Ross, Introduction to Probability Models, Tenth Edition, Academic Press ISBN:9780123756862

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MATH 525 - Probability Theory
Schedule Listing
001 (LEC)
 In Person
TuTh 10:00AM - 11:30AM
Note: Please add yourself to the wait list if this section is full. Preference is given to Financial Math and AIM graduate students
002 (LEC)
 In Person
TuTh 10:00AM - 11:30AM

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