Special Mathematics Lecture

Contact:
Serge Richard (richard@math.nagoya-u.ac.jp), Rm. 237 in Sci. Bldg. A

Introduction to probability (Fall 2017)

Schedule : Wednesday (18:30 - 20.00) in room 207 of the Science Building A

• Topic : Probability and stochastic processes, mainly based on the book: Probability, an introduction from Grimmett and Welsh, and an even more complete reference book is: Probability and random processes, from Grimmett and Stirzaker (electronic version available upon request).
  

• Class dates :
  October 4, 11, 18, 25
  November 1, 8, 22, 29
  December 6, 13, 20
  January 10, 17, 24
  

• Program :
  Basic definitions (notes taken by a student)
  Discrete random variables (notes taken by a student)
  Multivariate discrete distribution (notes taken by a student)
  Probability generating function (notes taken by a student)
  Distribution function and density function (notes taken by a student)
  Multivariate distribution and independence (notes taken by a student)
  Moments and moment generating functions (notes taken by a student)
  The main limit theorems (notes taken by a student)
  Large deviation, branching process (notes taken by a student)
  1D random walk (notes taken by a student)
  Random process in continuous time (notes taken by a student)
  Discrete time Markov chains (I) (II) (notes taken by a student)
  Continuous time Markov chains (I)