MATH 525
Probability Theory
The following topics will be covered: sample space and events, random variables, concept and definition of probability and expectation, conditional probability and expectation, independence, moment generating functions, Law of large numbers, Central limit theorem, Markov chains, Poisson process and exponential distribution.
Prerequisites & course information
One semester of analysis ([295 and 296], 297, 351, 395, 451, or equivalent), OR graduate standing. (Prerequisites enforced at registration.) (3). (BS). May not be repeated for credit.
Sources
- Course catalogue ↗2026-2027
- Catalogue entry ↗
Catalogue variants
- Probability Theory · 3 · Graduate credit
- Probability Theory · 3 · Undergraduate credit