Introduction to Probability theory

Lecturer: Dr M. Gandhi

 

About the course:

This course will gently introduce you to fundamental concepts of probability theory in a rigorous way so as to get clarity in an otherwise confusing usage of probability in modelling applications. For the exams, you will not be required to reproduce mathematical proofs, but expected to be able to substantiate your statements in a mathematically correct way. A handout-guide of the complete course material would be supplied.

 

Course outline:

Measure spaces and Measurability, Lebesgue Integration, Lebesgue Measure, Distribution and densities of Random Variables, Random vectors and Joint densities, Moments, Independence, Stochastic Processes.

 

 

Pre-requisites:

If you are not a student from the mathematics department, then familiarity with elementary set theoretic operations (like unions, complement, intersections etc) and the concept of limits of sequences is essential.

Last Modified: Mon, 02 Mar 2015 08:20:53 SAST