Course Number 0366-2010-01
Course Name Introduction to Probability Theory
Academic Unit The Raymond and Beverly Sackler Faculty of Exact Sciences -
Lecturer Dr. Boaz SlomkaContact
Contact Email:
Office HoursBy appointment
Mode of Instruction Lecture
Credit Hours 3
Semester 2020/1
Day Mon
Hours 16:00-17:00
Building Schreiber - Mathematics
Room 007
Semester 2020/1
Day Thu
Hours 14:00-16:00
Building Schreiber - Mathematics
Room 007
Syllabus Not Found

Short Course Description

Introduction to Probability

Prerequisites: Calculus 1 and 2, Linear algebra 1 and 2 (Calculus 2 and Linear Algebra 2 can be taken in parallel).

Short syllabus:

1. Finite and countable probability spaces, events and random variables, uniform probability spaces and combinatorics, union bound, inclusion-exclusion principle.
2. Conditional probability, chain rule, law of total probability, Bayes' law
3. Independence of events and random variables
4. Distributions of random variables, joint distribution, conditional distribution, distributions of functions of random variables, common distributions: Bernoulli, Binomial, uniform, geometric, hypergeometric, Poisson and other distributions.
5. Expectation and variance, conditional expectation and variance, covariance and correlation, Markov, Chebyshev and Jensen's inequalities.
6. Limit laws: law of large numbers, Poisson limit theorem, and the central limit theorem 
7. Markov chains of finite state space: definition, periodicity and reducibility, stationary distribution and the convergence to the stationary distribution theorem.

Full syllabus will be available to registered students only
Course Requirements

Final Exam

Students may be required to submit additional assignments
Full requirements as stated in full syllabus

PrerequisiteIntroduction To (03661105) +Introduction To (03661123) ORDiscrete Mathematics 1 (03681118) +Discrete Mathematics 2 (03681119) Parallel coursesCalculus 2a (03661102) +Linear Algebra 2a (03661112)

The specific prerequisites of the course,
according to the study program, appears on the program page of the handbook

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