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12776 Probability Calculus - Five-year degree in Mathematics


Center
Faculty of Mathematics
Departament
Statistics and Operational Research
Lecturers in charge
Sin datos cargados
Met. Docent
Theoretical developments will be described in formal lectures. Practical sessions will be programmed to further analyse the studied theoretical concepts.
Met. Avaluació
Mid-term exam in February. Final exam in June. Extraordinary exam in
September.
Bibliografia
Ayala, G y Montes F. Introducción a la Probabilidad. Notas de clase, 2004
Grinstead, Ch. M. and Snell, J.L. Introduction to Probability. AMS, 2003. Se puede descargar en pdf
Haigh, J. Probability Models. Springer Verlag, 2002.
Kelly, D.G.. Introduction to Probability. Macmillan Publishing Company, 1994.
Pitman, J.. Probability, Springer Verlag, 1993.
Ross, S.M.. A first course in Probability. 6ª Ed. Prentice Hall Company, 1988.
Sánchez Fernández, C. y Valdés Castro, C.. Kolmogorov: El zar del azar. Ed. Nivola, 2003.
Sanz i Solé, M.. Probabilitats. Edicions de la UB, 1999.
Continguts
Models of probability
Random variables: distribution function, probability density function and moments.
Random vectors: distribution function, joint probability density function and moments.
Convergence of sequences of random variables.
Objetius
Definition and critical analysis of basic concepts in Probability as the mathematical model which deals the natural pheomena depending on chance.
Students should become familiar to concepts as randomness, random vector, probability distribution function, convergence of sequences of random variables, etc. and be able to solve basic probability problems.
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