Probability Theory

Major: Applied mathematics and computer science
Code of subject: 6.113.00.O.050
Credits: 6.00
Department: Applied Mathematics
Lecturer: Kostrobii P.P. (Prof.)
Semester: 4 семестр
Mode of study: денна
Learning outcomes: As a result of studying the discipline, the student must be able to demonstrate the following learning outcomes: • know the basic concepts and theorems of probability theory as a mathematical apparatus for describing random phenomena; • be able to apply basic concepts and theorems of probability theory to the construction and investigation of mathematical models describing random phenomena.
Required prior and related subjects: Prerequisites: Calculus, Algebra and Geometry, Discrete Mathematics. Co-requisites: Functional analysis, Mathematical Statistics, Stochastic Processes.
Summary of the subject: Random events, probability of random events. Basic theorems. Repeated trials. Bernoulli trial and its asymptotics. Random variables and random vectors, description methods. Sequences of random variables. Limit theorems.
Assessment methods and criteria: The following types of diagnostics of students' knowledge are carried out: • oral questioning during the practical classes; • written tests; • practical training; • final examination.
Recommended books: 1. Kostrobij P.P. Probability theory: textbook / P.P. Kostrobij, I.A. Ryzha – Lviv: Rastr-7, 2021. –284 p. 2. Hnedenko B. V. Probability theory course: textbook. – K.: Kyiv University Publishing and Printing Center, 2010. – 464 p. 3. Korolyuk V. S., Yasynskyi V. K. Course in the probability theory, stochastic processes and mathematical statistics. – Chernivtsi: Golden Drums, 2005. – 525 p. 4. Skaskiv O. B. Probability theory. – Lviv: Publisher I.E. Chyzhykov, 2012. – 142 p. 5. Sheftel Z. H., Probability theory. – 2nd ed., revised and suppl. – K.: Higher School, 1994. – 192 p.