Probability Theory

Undergraduate catalogue

Sequence of independent trials, applications to number theory and analysis, Monte Carlo method. Markov chains, ergodic theorem for Markov chains. Entropy and McMillan theorem. Random walks, recurrence and non-recurrence; connection with the linear difference equations. Strong laws of large numbers, random series and products. Weak convergence of probability measures, weak Helly theorems, Fourier transforms of distributions. Limit theorems of probability theory. Prerequisite: MAT203 or 218 or equivalent.