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.