Elements of probability calculus

MATH0062-1, University of Liège, Spring 2022

Instructors:
Lecturer: Pierre Sacré
Teaching assistants: Anaëlle De Worm, Antoine Dubois, Antoine Evens
Student instructors: Jérôme Adriaens, Axelle Schyns

Lectures: Tuesdays, 3:45pm-5:45pm in B4 A304

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 material

Slides are made available as the semester progresses.

This tentative schedule is subject to change.

Date Description
Tue 08/02 0. Overview [slides]
1. Probability and counting [slides]
2. Conditional probability and Bayes' rule [slides]
Tue 15/02 Exercises 1 [list]
Tue 22/2 3. Discrete random variables [slides]
Tue 01/03 No class (Mardi Gras)
Tue 08/03 Exercises 2 [list]
Tue 15/03 4. Continuous random variables [slides]
Tue 22/03 Exercises 3
Tue 29/03, 8:30am-10:15am, B4 A204 Remedial session [slides]
Tue 29/03, 3:45pm-5:45pm, B4 A304 5. Joint distributions [slides]
Tue 05/04 Exercises 4 (make up for no class on 01/03) [list]
Tue 12/04 No class (Easter holidays)
Wed 19/04 6. Conditional expectation [slides]
Tue 26/04 Exercises 5 [list]
Tue 03/05 7. Transformations [slides]
8. Inequalities and limit theorems [slides]
Tue 10/05 Exercises 6 [list]
Tue 17/05 Online QA session (Discord)

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Book

book image Introduction to Probability

by 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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