(Replaces MAT390 beginning AY 2012-13)

Sequences of independent trials, applications to number theory and analysis, Monte Carlo method. Markov chains, ergodic theorem for Markov chains. Entropy and McMillan theorem. Random walks, recurrence and non-recurrence; connection with linear difference equations. Strong laws of large numbers, random series and products. Weak convergence of probability measures, weak Helly theorems, Fourier transforms of distributions. Limit theorems of probability theory.