18.440 Probability & Random Variables
Fall 2013
Professor: Jonathan Adam Kelner
TAs: Menglu Wang, Wenzhe Wei
Lecture:
MWF10
(54-100)
Wenzhe's Office Hour: Thursday 5-6 PM
(E18-301B)
Menglu's Office Hour: Wednesday 4-5PM
(E17-401A)
Course Information:
This course introduces the mathematical framework of probability and random variables. It aims to provide a rigorous axiomatic development of the theory while, at the same time, building intuition and problem solving skills.
Some of the topics that we shall cover include: probability spaces; discrete and continuous random variables; distribution functions; conditional probabilities; Bayes' rule; joint distributions; expectations, variances, and higher moments; uniform, binomial, geometric, Poisson, exponential and Gaussian distributions; Markov, Chebyshev, and Chernoff inequalities; the law of large numbers and the central limit theorem; Markov chains; and the probabilistic method.
Announcements
Office Hours
The following are the office hours that the course staff will hold for the rest of the semester:Menglu Wang: Wednesday, 4-5pm in the Math Common Room,
E17-401A
Wenzhe Wei: Thursday, 5-6pm in E18-301B
Jonathan Kelner: Thursday 8-10pm in E17-129, and
Monday 4-5pm in E17-326
Announced on 24 September 2013 3:46 p.m. by Jonathan Adam Kelner
