MA 261: Probability Models

Course Syllabus

Sample spaces, events, probability, discrete and continuous random variables, Conditioning and independence, Bayes formula, moments and moment generating function, characteristic function, laws of large numbers, central limit theorem, Markov chains, Poisson processes.


Assignments will be posted roughly once a week.

Suggested books

  1. Ross, S.M. , Introduction to Probability Models ,Academic Press 1993.
  2. Taylor, H.M., and Karlin, S., An Introduction to Stochastic Modelling ,Academic Press, 1994.

Course Details

  • Instructor: Siddhartha Gadgil
  • E-mail:
  • Office: N-15, Department of Mathematics.
  • Lecture Timings: Monday, Wednesday, Friday : 9:00 am - 10:00 am.
  • Lecture Venue: LH-1 (if available) or LH-5, Department of Mathematics.
  • Teaching Assistants:
  • Tutorial Timings: Friday : 5:30 pm - 6:30 pm.
  • Tutorial Venue: LH-4, Department of Mathematics.