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Probability theory is a fundamental course and it is an introductory to understand, depict and analyse every stochastic phenomenon. Stochastic phenomenon, also known as uncertainty, is a phenomenon that exists in natural and in reality. It causes a lots of trouble to people but it is often an effective, even unique way to deal with problems. Thus, Probability theory has an obviously practical background and a wide variety of application and it keeps in touch with other aspects of mathematics.

The purpose of this course is to make students know the stochastic phenomenon with enough feeling and understand it accurately. It also makes them learn a theory and way to deal with uncertainty events, and an ability to analyse and solve practical problems by using the probability approach. It contains random events and probabilities, random variables and their distributions, multi dimension random variables and their distributions, the number character of random variables, laws of large number and the central limit theorem, etc.

To study this course, students are expected to have some elementary knowledge of mathematical analysis and linear algebra.