MATH106

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MATH 106 - Mathematical Probability Theory

Mathematics Undergraduate CLS - College of Letters and Science

Subject

MATH

Course Number

106

Department

Course Level

Undergraduate

Course Title

Mathematical Probability Theory

Course Description

A rigorous development of the basics of modern probability theory based on a self-contained treatment of measure theory. The topics covered include: probability spaces; random variables; expectation; convergence of random variables and expectations; laws of large numbers; zero-one laws; convergence in distribution and the central limit theorem; Markov chains; random walks; the Poisson process; and discrete-parameter martingales.

Minimum Units

4

Maximum Units

4

Grading Basis

Default Letter Grade; P/NP Option

Method of Assessment

Written Exam

-

Prerequisites

Mathematics 104

Repeat Rules

Course is not repeatable for credit.

Credit Restriction Courses. Students will receive no credit for this course after completing the course(s) below.

-

Credit Replacement Courses

-

Formats

Lecture

Term

Fall and Spring

Weeks

15 weeks

Weeks

15

Lecture Hours

3

Lecture Hours Min

3

Lecture Hours Max

3

Lecture Mode of Instruction

In Person

Outside Work Hours

9

Outside Work Hours Min

9

Outside Work Hours Max

9