Syllabus
PubH 8432 Probability Models- Fall 2008



TENTATIVE COURSE OUTLINE:

Week Topic
1-2 Probability, Random Variables Sample space, Fundamental theorems of probability, Measurability, Random variables.
3-4 Expectation, Distribution Function, Conditional Expectation Definition of expectation, distribution function, different properties of these functions using Monotone Convergence Theorem, Dominated Convergence Theorem etc.
5-8 Stochastic Process Definition of stochastic process, Markov Chain