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.