Calendar

LEC # TOPICS KEY DATES
1 Probabilistic models and probability measures  
2 Two fundamental probabilistic models Homework 1 due
3 Conditioning and independence  
4 Counting Homework 2 due
5 Random variables  
6 Discrete random variables and their expectations Homework 3 due
7 Discrete random variables and their expectations (cont.)  
8 Continuous random variables  
9 Continuous random variables (cont.) Homework 4 due
10 Derived distributions  
11 Abstract integration Homework 5 due
12 Abstract integration (cont.) Homework 6 due
  Midterm exam  
13 Product measure and Fubini's theorem  
14 Moment generating functions  
15 Multivariate normal distributions Homework 7 due
16 Multivariate normal distributions: characteristic functions  
17 Convergence of random variables  
18 Laws of large numbers Homework 8 due
19 Laws of large numbers (cont.)  
20 The Bernoulli and Poisson processes Homework 9 due
21 The Poisson process  
22 Markov chains Homework 10 due
23 Markov chains II: mean recurrence times  
24 Markov chains III: periodicity, mixing, absorption Homework 11 due
25 Infinite Markov chains, continuous time Markov chains  
26 Birth-death processes