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. 

    There will be an exam at the end of this half-semester course 
( i.e., in the middle of the semester). In addition, homework problems
 will be posted on this webpage as pdf files.