機率導論(數學系大二下必修)

MATH2502 Spring 2018

(Tue 67 1:20-3:10pm/ Thur 67 1:20-3:10pm)

Room : 203/303 新生

Description : This course is designed for 2nd year math students who are familiar with basic analysis.

Problem sets, Midterm, Final

Prerequisites :

TA :

Week 01 Axiom of probability

Week 03 Paradoxes

Week 04 Function of univariate random variables; Probabilistic inequalities

Week 05 Joint distribution

Week 06 Spring break

Week 07 Multivariate distribution and Covariance

Week 08 Applications

Week 09 Midterm

Week 10 Self-study

Week 11 Multivariate random variables continued and conditional distribution

Week 12 Strong Law of Large Numbers(強大數法則) and Borel-Cantelli lemma

Week 13 Generating functions(生成函數) and Central Limit Theorems(中央極限定理)

Week 14 Introduction to Markov Chains(馬可夫鏈)

Week 15 Introduction to Poisson Processes(卜瓦松過程)

Week 16 Topics

Week 17 Final

Notes are available at Ceiba