Mathematics and Applied Mathematics

Probability theory

Release Date: 2017-09-22

1、Basic Course Information

Course Code: 109114
Course Name: Probability theory
Course Type: Fundamental Course
Periods: 64
Credits: 4
Target Students: Undergraduates Majoring in Mathematics & Statistics 
Assessment: Examination
Preparatory Courses: Mathematical Analysis and High Algebra

2、Brief Course Introduction

Probability Theory is a basic course for undergraduate Mathematics and Statistics students. It is an introductory course designed to help students understand, characterize and analyze various random phenomena. Random phenomenon, or uncertainty, is common in nature and real life. Uncertainty not only gives people a lot of trouble, but is also often an effective means of solving problems. The principles and methods of probability theory are used in simulation calculations and statistical operations, because of this; probability theory has an obvious practical basis and wide range of applications. On the other hand, it has a close connection with many branches of Mathematics. The purpose of the Probability Theory is to help students have a full understanding of the perceptual knowledge and a more accurate understanding of random phenomena, but also to instill the theory and methodology required to deal with uncertainty. The core contents of this course includes: random events, probability space, random variables and their distributions, independence, mathematical expectation and variance, characteristic functions, all kinds of convergence definitions and their mutual relations, laws of large numbers and central limit theorems.