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Course pages 2021–22

Introduction to Probability

Prerequisite Background Material (Revision)

Set theory, Counting, Combinatorics, Probability space, Axioms


Lectures


Part I: Introduction to Probability

Part II: Random Variables

Part III: Moments and Limit Theorems


Part IV: Applications and Statistics



  • Lecture 12: Online Algorithms
  • Slides:
    Correction (Slide 13-14): updated and expanded the text about other version of the Secretary problem
    References:
    • ``Sum the odds to one and stop'', F. Thomas Bruss. The Annals of Probability, Volume 28, no 3 (2000), pages 1384-1391.
    • ``What is known about Robbins' Problem?''. F. Thomas Bruss. Journal of Applied Probability, Volume 42, no 1 (2005), pages 108-120
    Exercises:
    • PDF file at the end of this page


Additional Exercises

Some exercises from Ross's book for lectures 1-4: PDF
Some additional exercises: PDF


Solutions to some Exercises can be found under the Supervisors Tab