Classes

Probability Theory

Semester: 

Fall

Offered: 

2025

Course content

  • Combinatorial analysis. Stirling’s formula.
  • Axiomatic foundation of the Theory of Probability. Independence. Conditional probability. Bayes theorem.
  • Discrete random variables. Continuous random variables.
  • Random walk. Diffusion as random walk.
  • Estimate of a random variable. Least mean square error.
  • Weak law of large numbers. The central limit theorem.