Introduction to Probability Theory
機率導論(數學系大二下必修)
機率導論(數學系大二下必修)
MATH2502 Spring 2018
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.
Description : This course is designed for 2nd year math students who are familiar with basic analysis.
Problem sets, Midterm, Final
Prerequisites :
Prerequisites :
TA :
TA :
Week 01 Axiom of probability
Week 01 Axiom of probability
Week 03 Paradoxes
Week 03 Paradoxes
Week 04 Function of univariate random variables; Probabilistic inequalities
Week 04 Function of univariate random variables; Probabilistic inequalities
Week 05 Joint distribution
Week 05 Joint distribution
Week 06 Spring break
Week 06 Spring break
Week 07 Multivariate distribution and Covariance
Week 07 Multivariate distribution and Covariance
Week 08 Applications
Week 08 Applications
Week 09 Midterm
Week 09 Midterm
Week 10 Self-study
Week 10 Self-study
Week 11 Multivariate random variables continued and conditional distribution
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 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 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 14 Introduction to Markov Chains(馬可夫鏈)
Week 15 Introduction to Poisson Processes(卜瓦松過程)
Week 15 Introduction to Poisson Processes(卜瓦松過程)
Week 16 Topics
Week 16 Topics
Week 17 Final
Week 17 Final
Notes are available at Ceiba
Notes are available at Ceiba