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 if following the course(s) have already been completed.

-

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