ACMS 60850 - Applied Probability

Institution:

University of Notre Dame

Subject:

Applied & Comp Math and Stats

Description:

A thorough introduction to probability theory. Elements of measure and integration theory. Basic setup of probability theory (sample spaces, independence). Random variables, the law of large numbers. Discrete random variables (including random walks); continuous random variables, the basic distributions and sums of random variables. Generating functions, branching processes, basic theory of characteristic functions, central limit theorems. Markov chains. Various stochastic processes, including Brownian motion, queues and applications. Martingales. Other topics as time permits.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.nd.edu

Phone Number:

(574) 631-5000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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