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Published December 14, 2023 | Accepted
Lecture Notes Open

CMS/ACM 117: Probability Theory & Computational Mathematics

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CMS/ACM 117: Probability Theory & Computational Mathematics, Fall 2023.

CMS/ACM 117 is a first-year graduate course on probability theory and stochastic processes for students in computing and mathematical sciences. It is not intended to be a first course in probability, and our focus will be on developing theoretical foundations, rather than providing a toolkit for calculation. Nevertheless, we will touch on a few substantive applications of the theory to demonstrate its implications for practical problems.

Copyright and License

© 2023 Joel A. Tropp. Typeset on December 16, 2023.


These notes are adapted from the lecture notes for CMS 117, Fall 2019, as transcribed in the classroom. The 2019 notes were prepared by Jeremy Bernstein with contributions from Richard Kueng. Many students have helped to find mistakes in the text. All remaining errors are the fault of the instructor.


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Additional details

December 14, 2023
February 27, 2024