Probability Theory is the first course in probability field, and will focus on introducing elementary concepts, for example, probability space, conditional probability and independence, discrete and continuous random variables, expectation, jointly distributed random variables, law of large numbers, central limit theorem, etc. This course not only introduces probability theory and methods, but also uses a lot vivid examples as practical applications. Throughout the study, it helps students master the basic probability theory and methods, as well as set up a solid foundation for further studies of probability and statistics.

Mathematical Analysis or Calculus

Sheldon M. Ross, A First Course in Probability (10th edition), Pearson Prentice Hall, 2020.