MATH-UA.0238 Honors Theory Of Probability

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4 points. Offered in the spring.

Course Description

The aim of this class is to introduce students to probability theory, with a greater emphasis on rigor, more material, and a faster pace than the Theory of Probability class. The material will include discrete and continuous probability, and the most fundamental limit theorems (law of large numbers and Central Limit Theorem). Students will be made familiar with the classical models, computations on densities, and convergence to universal distributions. They will also be expected to understand the proofs of all the results seen in class, and be able to argue with mathematical rigor.

Prerequisites

MATH-UA 123 Calculus III or MATH-UA 129 Honors Calculus III or MATH-UA 213 Math for Economics III (for Economics majors) with a grade of B+ or better and/or the equivalent, and MATH-UA 140 Linear Algebra or MATH-UA 148 Honors Linear Algebra with a grade of B+ or better and/or the equivalent, and MATH-UA 120 Discrete Math with a grade of B+ or better and/or the equivalent.. Not open to students who have taken MATH-UA 235 Probability and Statistics. While B+ or higher is the standard requirement for this course, the department will consider petitions if you are on the borderline of that requirement.