Elements of probability calculus

MATH0062-1, University of Liège, Spring

Instructors:
Lecturer: Pierre Sacré
Teaching assistants: Anaëlle De Worm, Antoine Evens, Christian Fernandez Lorden
Student teaching assistants: Florent Boxus, Maxence de la Brassinne, Norina Schrooten

Lectures: Tuesdays, 3:45pm-5:45pm (roll a dice or check CELCAT for location)

Communication: Ed Discussion is our primary digital channel for communication about the course. Sign up here: (use your @student.uliege.be email address). If you haven't received a registration email by the first day of the class, send an email to . An announcement about the course organization is waiting for you there.

Announcements

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Schedule and materials

Slides are made available as the semester progresses.

This tentative schedule is subject to change.

Review session on counting and sets [podcast, slides].

Date Description
Tue 06/02
(starting at 3:30pm)		 0. Overview [slides]
1. Probability and counting [slides]
2. Conditional probability and Bayes' rule [slides]
Tue 13/02 No class (Mardi Gras)
Tue 20/02 Exercises 1 [list]
Tue 27/02 3. Discrete random variables [slides]
Tue 05/03 Exercises 2 [list]
Tue 12/03 4. Continuous random variables [slides]
Tue 19/03 Exercises 3 [list]
Tue 26/03 5. Joint distributions [slides, podcast part 1, part 2 (only 6 first minutes)]
Wed 02/04 Exercises 4 [list]
Tue 09/04 6. Conditional expectation [slides]
Tue 16/04 Exercises 5 [list]
Tue 23/04 No class (Easter holidays)
Tue 30/04 No class (Easter holidays)
Tue 07/05 7. Transformations [slides]
8. Inequalities and limit theorems [slides]
Tue 14/05 Exercises 6 [list]

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Book

book image Introduction to Probability

Joseph K. Blitzstein and Jessica Hwang

Chapman and Hall/CRC, 2nd edition, 2019

(freely viewable from authors website)

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Archives

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