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This is an undergraduate-level course at NYU Shanghai.
Course information
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Instructor: Wei Wu
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Semester: Spring 2024
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Outline: Probability space, σ-algebra, Measure, Conditional probability and independence; Measurable functions, Random variables and their distributions; Integration; Expectation, Conditional distributions and expectation, Functions of random variables, Radon-Nikodym derivatives; Random walks; Generating functions and characteristic functions; Branching process; Convergence of random variables, Laws of large numbers, Monte-Carlo methods; Central limit theorem, Large deviations; Markov Chains
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Textbook: Probability and Random Processes [4th Edition] (G. Grimmett and D. Stirzaker), more reference books in the syllabus
Gradebook
Overall grade: A (4.00/4.00)