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428E2B

The document outlines the syllabus for the M.Sc. degree program in Mathematics at the University of Madras, specifically for the elective course on Probability Theory starting from the 2023-2024 academic year. It includes five units covering topics such as random events, distribution parameters, characteristic functions, various probability distributions, and limit theorems. Recommended and reference texts are also provided to support the course material.

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26 views2 pages

428E2B

The document outlines the syllabus for the M.Sc. degree program in Mathematics at the University of Madras, specifically for the elective course on Probability Theory starting from the 2023-2024 academic year. It includes five units covering topics such as random events, distribution parameters, characteristic functions, various probability distributions, and limit theorems. Recommended and reference texts are also provided to support the course material.

Uploaded by

keerthana221506066
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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UNIVERSITY OF MADRAS

M.Sc. DEGREE PROGRAMME IN MATHEMATICS


SYLLABUS WITH EFFECT FROM 2023-2024

TitleoftheCourse PROBABILITY THEORY


PaperNumber
Category Elective Year I Credits 3 Course 428E2B
Semester II Code
Pre-requisite ProbabilityatUGlevel
CourseOutline UNIT – I Random Events and Random Variables:
Random events – Probability axioms – Combinatorial formulae –
Conditional probability – Bayes theorem – Independent events –
Random variables – Distribution function – Joint distribution –
Marginal distribution – Conditional distribution – Independent
random variables – Functions of random variables .
Chapter 1 : Sections 1.1 to 1.7
Chapter 2: Sections 2.1 to 2.9

UNIT – II : Parameters of the Distribution : Expectation –


Moments – The Chebyshev Inequality – Absolute moments –
Order parameters – Moments of random vectors – Regression of
the first and second types.
Chapter 3 : Sections 3.1 to 3.8

UNIT – III Characteristic Functions : Properties of characteristic


functions - Characteristic functions and moments – Semi
invariants – Characteristic function of the sum of the independent
random variables – Determination of distribution function by the
Characteristic function – Characteristic function of
multidimensional random vectors – Probability generating
functions
Chapter 4 : Sections 4.1 to 4.7

UNIT – IV Some Probability distribution : One point, two point,


Binomial – Polya – Hypergeometric – Poisson (discrete) distributions –
Uniform – Normal gamma – Beta – Cauchy and Laplace (continuous)
distribution.

Chapter 5 : Section 5.1 to 5.10

UNIT – V Limit Theorems: Stochastic convergence – Bernaulli


law of large numbers – Convergence of sequence of distribution
functions – Levy – Cramer theorems – de Moivre – Laplace
theorem – Poisson, Chebyshev, Khintchine weak law of large
numbers – Lindberg theorem – lapunov theorem – Borel – Cantelli
lemma - Kolmogorov inequality and Kolmogorov strong law of
large numbers.
UNIVERSITY OF MADRAS
M.Sc. DEGREE PROGRAMME IN MATHEMATICS
SYLLABUS WITH EFFECT FROM 2023-2024

Chapter 6 : Sections 6.1 to 6.4, 6.6 to 6.9, 6.11 and 6.12

M.Fisz, Probability Theory and Mathematical Statistics, Third


RecommendedText edition –John Wiley and Sons, New York ,1963.
ReferenceBooks 1. R.B.Ash,Real Analysisand Probability,AcademicPress,
NewYork ,1972
2. R.Durrett, Probability: Theoryand Examples, [2ndEdition] ,
DuxpuryPress,NewYork, 1996
3. V.K.Rohatgi,AnIntroductiontoProbability:TheoryandMat
hematicalStatistics,WeileyEasternLtd.,NewDelhi,
1988[3rdPrint].
4. S.I.Resnick,AProbabilityPath,Birhauser,Berlin,1999.
5. B.R.Bhat , Modern Probability Theory ,[3rd Edition] ,
New Age International (P) Ltd, New Delhi ,1999.
6. M.Fisz,ProbabilityTheoryandMathematicalStatistics,JohnWile
yandSons,NewYork,1963.

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