Advanced Introduction to Probability

MATH 340

Advanced introduction to basic, non-measure theoretic probability covering topics in more depth and with more rigor than MATH 230. Topics include random variables with discrete and continuous distributions. Independence, joint distributions, conditional distributions, generating functions, Bayes' formula, and Markov chains. Rigorous arguments are presented for the law of large numbers, central limit theorem, and Poisson limit theorems. Prerequisite: Mathematics 202, 212, 219, or 222. Not open to those who have taken Mathematics 230 or Statistics 230.

Prerequisites

Not open to those who have taken Mathematics 230 or Statistics 230

Curriculum Codes
  • QS
Cross-Listed As
  • STA 231
Typically Offered
Fall and/or Spring