Probability and Stochastic Processes (310-1-51)

Instructors

Zhihong Xia
847/491-5487
Lunt Hall Rm. 208

Meeting Info

Lunt Hall 104: Mon, Wed, Fri 11:00AM - 11:50AM
Location of Midterm TBD: Tues 6:20PM - 7:50PM
Location of Midterm TBD: Tues 6:20PM - 7:50PM

Overview of class

Axioms of probability. Conditional probability and independence. Random variables. Joint distributions. Expectation. Limit theorems: the weak law of large numbers and the central limit theorem. Students may not receive credit for both MATH 310-1 and any of MATH 311-1, MATH 314-0, MATH 385-0, STAT 320-1, STAT 383-0, IEMS 202-0, or COMP_SCI 302-0. Prerequisite or corequisite: MATH 228-2, or MATH 230-2, or MATH 228-2, or MATH 281-2 or MATH 285-3 or MATH 290-3 or MATH 291-3 or ES_APPM 252-2.

Class Materials (Required)

9780134753119
A First Course in Probability Theory, 10th ed
Sheldon Ross
Pearson

Class Materials (Suggested)

No suggested materials. See suggested materials.

Class Attributes

Formal Studies Distro Area

Enrollment Requirements

Enrollment Requirements: Prerequisite: Students must have completed or be concurrently enrolled in MATH 230-2 (or equivalent). Prerequisite: Students must have completed or be concurrently enrolled in MATH 230-2 (or equivalent).

Associated Classes

DIS - Lunt Hall 104: Tues 11:00AM - 11:50AM