S463 | ALL | Tba

S463 Honors Course in Probability Theory I (3 cr.) P: M303 and M311. Honors version of M463. For students of outstanding ability in mathematics. The meaning of probability. Random experiments, conditional probability, independence. Random variables, expected values and standard deviations, moment generating functions. Important discrete and continuous distributions. Poisson processes. Multivariate distributions, basic limit laws such as the central limit theorem. I Sem.