<p>概率论是处理建模不确定性的数学分支。它很重要, 因为它直接应用于遗传学, 金融和电信等领域。它还为数学科学的许多其他领域（包括统计，现代优化方法和风险建模）奠定了基础。本课程介绍概率论, 随机变量和马尔可夫过程。涵盖的主题包括：概率公理, 条件概率；贝叶斯定理；离散随机变量, 矩, 边界概率, 概率生成函数, 标准离散分布；连续随机变量, 均匀, 正态, 柯西, 指数, 伽玛和卡方分布, 变换, 泊松过程；二元分布, 边际和条件分布, 独立性, 协方差和相关性, 两个随机变量的线性组合, 二元正态分布；独立随机变量序列, 大数弱定律, 中心极限定理;马尔可夫链和概率转移矩阵的定义和性质；平衡方程的方法, 吸收马尔可夫链。</p>
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