# Course

## M206 - Probability Theory

Course No:
M206
Credit:
4
Prerequisites:
M102
Approval:
2014
UG-Core
Syllabus:

Combinatorial probability and urn models; Conditional probability and independence; Random variables – discrete and continuous; Expectations, variance and moments of random variables; Transformations of univariate random variables; Jointly distributed random variables; Conditional expectation; Generating functions; Limit theorems; Simple symmetric random walk.

Text Books:
1. S. Ross, “A First Course in Probability”, Pearson Education, 2012.
2. D. Stirzaker, “Elementary Probability”, Cambridge University Press, Cambridge, 2003.
Reference Books:
1. K. L. Chung, F. AitSahlia, “Elementary Probability Theory”, Undergraduate Texts in Mathematics. Springer-Verlag, 2003.
2. P. G. Hoel, S. C. Port, C. J. Stone, “Introduction to Probability Theory”, The Houghton Mifflin Series in Statistics. Houghton Mifflin Co., 1971.
3. W. Feller, “An Introduction to Probability Theory and its Applications Vol. 1 and Vol. 2”, John Wiley & Sons, 1968, 1971.