Probability Theory

Introductory remarks

This section is written for third-year students of the Physics Faculty of St Petersburg State University. I was deeply disappointed with the level of probability theory teaching at the Physics Faculty. After the first lecture by Mr Blagoveshchensky it became clear that studying this subject on my own would be more useful. I managed to solve every problem of the course except one. The theory part is somewhat worse, but as I fill the section I will try to present it as clearly as possible.

I would also warn those who plan to prepare from the solutions posted on the internet by the teaching department: some tasks contain fundamental mistakes, so I recommend reading them carefully instead of just copying them at the exam.

And I have long wondered who first thought of writing the phrase "Radioactive decay" at the start of the solution of the third problem (Students come to see Mishakov...). I have seen it in various solutions; someone must have joked or simply not thought, and the rest copied it. The fact that this problem uses the Poisson distribution, which also describes radioactive decay, does not mean that students decay in the office.

Some problems for the fifth-semester exam can be found here.

A scan of my solutions is, as far as I know, part of the Physics Faculty collection. I made a couple of mistakes there, so be careful.

The probability theory course on Lectorium

I have not watched it myself; as far as I can tell from a few fragments, the entry threshold is high. The course is mostly theoretical, so it is most likely very boring. But that is not certain. In favour of my guess is the fact that the lectures are not named but labelled Lecture 1, Lecture 2 and so on.