Département de Mathématiques

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Introduction to probability
(Université Mouloud Mammeri, Tizi ouzou, 2023) Hamaz, Abdelghani
The lecture notes and exercises contained in this manuscript are part of the five years of teaching given to students in the third year of the undergraduate specialisation in Mathematics and Informatics. No prior knowledge of probability or statistics is necessary for the reading of this document. The mathematics required is a full year of classical calculus, including series, integration and linear algebra. This collection, in line with the official syllabus of the above-mentioned courses, covers all the fundamental aspects of the introduction to probabilities. Particular attention has been paid to form, emphasising a simple presentation of the various concepts, supplemented where necessary by illustrations, comments and application examples. There are also a number of exercises, mainly on the basis of the documents in the bibliography. There are four chapters in this document. All contain definitions, theorems, demonstrations and proofs based on the main points of the course. At the end of each chapter, there is a series of exercises with corrections, in order to consolidate the knowledge which has been acquired. The choice of the exercises is based on the objectives of the course: to make the student familiar with the basic and fundamental concepts of probability calculus.