**Instructor:** Dr.
John Lepore,
*
lepore@seas.upenn.edu*

Primary Objective:

The primary objective
of this course is to provide mathematical background and sufficient experience
so that the student can read, write, and understand sentences in the language
of probability theory, as well as solve probabilistic problems in engineering
and applied science. The course is intended for graduate students in EAS
who have had the equivalent of the undergraduate mathematics courses: Math
140, 141,and 240. Students with a firm foundation in probability theory
are encouraged to take a more advanced course, such as EnM 603.

Text and References:

Homework and reading assignments will be assigned from the following text:

Title: A First Course
in Probability, 6th Edition

Author: Sheldon Ross

Publisher: Prentoice
Hall Publishing Company

Year: 2002

Course Topics:

1. Foundations of Probability Theory

2. Counting Principles

3. Repeated Trials, Systems Reliability

4. Random Variables

5. Distribution and Density Functions

6. Functions and Sequences of Random Variables

7. Expectation

8. Characteristic Functions and Moment Generating Functions

9. Ordered Statistics

9. Elements of Random (Stochastic) Processes

10. Limit Theorems