Advanced Probability

My Favorite Course in Mathematics

Name: Guyu Fan
Country: China
Year: Class of 2019
Major: Computer science and mathematics
Course: Advanced Probability

This course is a rigorous introduction to probability using measure theory.

Why This Course?

Besides it being an interesting subject,  probability is also very useful in many areas of computer science, so I thought it would be a good idea to have a rigorous grasp of the fundamentals.

A Typical Day in This Class

A typical day in class for Advanced Probability is similar to that of most other math classes: attending the lecture, reading the textbook, digesting the material, and lots of solving exercises.


What I Loved About The Class

I recall during the beginning of our course, we spent three weeks constructing the uniform measure on the interval [0, 1]—a mathematical object that is usually assumed to exist without justification in an elementary probability course. It really made me appreciate the underlying mathematical nuance of something seemingly so simple and intuitive.

Tips on Navigating What Major or Course to Take

I already knew that I wanted to study computer science and math before going to college, so deciding my major wasn't hard. In general, I suppose the most important thing is to figure out what you are truly passionate about, and one great way to achieve that is to explore and try different things early on.

As for courses, it is very helpful to speak to fellow students who have taken them before, and you can always consult your academic mentor for advice.

Why NYU Abu Dhabi?

My experience during Candidate Weekend was what sealed the deal for me. I had never been part of such a vibrant, friendly, and diverse community before, and I feel incredibly lucky to be able to spend four years here.

Scenes from a Candidate Weekend in the desert.