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Scope of the notes
This is the recitation handout for the Probability course at the University of Science and Technology of China in Spring 2026. Topics include probability spaces, random variables and expectation, continuous distributions, multivariate normal distributions, random matrices, convergence theory, the central limit theorem, and related material.
Recitation notes
First recitationProbability spaces, events, and distribution functions
Second recitationRandom variables, expectation, and continuous distributions
Third recitationMultivariate distributions, normal vectors, and conditioning
Fourth recitationConvergence, characteristic functions, and limit theorems
Fifth recitationRandom matrices, Wishart distributions, and supplementary material
Online appendix
Concept indexDefinitions, tools, and common criteria