PHY 402 Probability

Semester: Spring
Credit Hours: 2

Combinatorials. Random variables, moments, generating functions. Various probability distributions. Markov chains..

syllabus

1. Probability and relative frequency; solution of some elementary problems using combinatorics. Binomial and Poisson distributions.
2. Probability measures on Sample spaces; conditional and joint probabilities.
3. Random variables; probability distribution functions; expectation values; correlation inequalities. Characteristic functions.
4. Normal (Gaussian) distribution; central limit theorem; correlations; multivariate Gaussian distributions. Characteristic function.
5. Discrete Markov processes; transition matrix; asymptotic behavior.
6. Continuous Markov processes; Wiener process (random walk). Diffusion equation.
7. Random Hamiltonians; Wigner distributions.
8. Entropy and information.

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