MA1AY010 Class Notes

Author

Master I ISIFAR

Published

September 15, 2025

Warm up

Warning2025-10-02

A short undergraduate course on Probability theory in an applied mathematics curriculum

This Probability course is a core part of Master ISIFAR, a curriculum that delivers training in Statistics, Mathematical Finance, and Computer Science at Université Paris Cité. The Probability course is related to other courses from the same curriculum.

  1. Statistique M1
  2. Mathématiques financières M1
  3. Mathématiques financières M2
  4. Apprentissage statistique M2

This list is not exhaustive.

This course is geared towards applications. We borrow examples and applications of probability theory from statistics, computer science, big data engineering. As we have a limited amount of time, we sweep a lot of dust under the carpet. We take for granted key results from integration and measure theory. Nevertheless, we build on rigorous definitions, state and invoke theorems in a consistent way.

Prerequisites

This course builds on two Licence-level courses: