Discrete and Continuous random variables, distributions, moments
(lect. 2-4)
Modes of convergence, laws of large numbers (lect.5-8)
Gaussian processes (lect. 10)
Stationary processes (lect. 12)
Discrete-time Markov chains: classification of states, stationary distributions,
hitting time and absorption problems (lect 15-17)

The exam will have 4-5 questions on these concepts.
You are expected to understand and be able to use the concepts.
You are not expected to memorize proofs of theorems presented in class.