Elements of probability calculus

MATH0062-1, University of Liège, Spring 2023

Instructors:
Lecturer: Pierre Sacré
Teaching assistants: Anaëlle De Worm, Antoine Dubois, Antoine Evens
Student teaching assistants: Jérôme Adriaens, Maxence de la Brassinne, Alexandre Lebailly

Lectures: Tuesdays, 3:45pm-5:45pm (roll a dice or check the schedule 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 Room Description
Tue 07/02 B7a A303 0. Overview [slides]
1. Probability and counting [slides]
2. Conditional probability and Bayes' rule [slides]
Tue 14/02 B7a A303 Exercises 1 [list]
Tue 21/02 No class (Mardi Gras)
Tue 28/02 B7a A303 3. Discrete random variables [slides]
Tue 07/03 B4 A304 Exercises 2 [list]
Tue 14/03 B4 A204 4. Continuous random variables [slides]
Tue 21/03 B7a A500 Exercises 3 [list]
Tue 28/03 B4 A304 5. Joint distributions [slides]
Tue 04/04 No class (Easter holidays)
Tue 11/04 No class (Easter holidays)
Wed 18/04 B31 De Méan Exercises 4 [list]
Tue 25/04 B4 A204 6. Conditional expectation [slides]
Tue 02/05 B7a A500 Exercises 5 [list]
Tue 09/05 B4 A204 7. Transformations [slides]
8. Inequalities and limit theorems [slides]
Tue 16/05 B4 A304 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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