Academic Catalog

MATH401 PROBABILITY THEORY

Course Code:	2360401
METU Credit (Theoretical-Laboratory hours/week):	3(3-0)
ECTS Credit:	6.0
Department:	Mathematics
Language of Instruction:	English
Level of Study:	Undergraduate
Course Coordinator:	Lecturer Dr. MUHÝDDÝN UÐUZ
Offered Semester:	Fall Semesters.
Prerequisite:	Set 1: 2360349 Set 2: 2360313
One of the sets above should be completed before taking MATH401 PROBABILITY THEORY.

Course Content

Events and probability. Combinatorial problems and equally likely events. Probability spaces. Independence and finite product spaces. Random variables and distribution functions. Integration of random variables. Lp - spaces. Convergence of random variables. Conditional expectation. Canonical space of a stochastic process. Markov chains. Martingales.