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PROBABILITY THEORY

MATH 531
Course Description

A rigorous introduction to probability theory at an advanced undergraduate level. Only a minimal amount of measure theory is used, in particular, the theory of Lebesgue integrals is not needed. It is aimed at math majors and Master's degree students, or students in other fields who will need probability in their future careers. Gives an introduction to the basics (Kolmogorov axioms, conditional probability and independence, random variables, expectation) and discusses some classical results with proofs (DeMoivre-Laplace limit theorems, the study of simple random walk on the one dimensional lattice, applications of generating functions).

Prerequisties

MATH 376 , MATH 421 , or MATH 521 or graduate/professional standing or member of the Pre-Masters Mathematics (Visiting International) Program

Satisfies
Credits

Not Reported

Offered

Not Reported

Grade Point Average
2.94

6.37% from Historical

Completion Rate
85.19%

-0.29% from Historical

A Rate
37.04%

2.62% from Historical

Class Size
27

-19.54% from Historical

Instructors (2025 Fall)

Sorted by ratings from Rate My Professors

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