Probability theory I

Most likely, I will not keep this page up to date. For the information about the course, please see the wiki page.

Enrol
14.8.2017 at 09:00 - 17.10.2017 at 23:59

Timetable

Here is the course’s teaching schedule. Check the description for possible other schedules.

DateTimeLocation
Tue 5.9.2017
14:15 - 16:00
Mon 11.9.2017
14:15 - 16:00
Tue 12.9.2017
14:15 - 16:00
Mon 18.9.2017
14:15 - 16:00
Tue 19.9.2017
14:15 - 16:00
Mon 25.9.2017
14:15 - 16:00
Tue 26.9.2017
14:15 - 16:00
Mon 2.10.2017
14:15 - 16:00
Tue 3.10.2017
14:15 - 16:00
Mon 9.10.2017
14:15 - 16:00
Tue 10.10.2017
14:15 - 16:00
Mon 16.10.2017
14:15 - 16:00
Tue 17.10.2017
14:15 - 16:00

Other teaching

11.09. - 16.10.2017 Mon 12.15-14.00
Konstantin Izyurov
Teaching language: English

Description

Optional course.

Master's Programme in Mathematics and Statistics is responsible for the course.

The course belongs to the Mathematics and Applied mathematics module.

The course is available to students from other degree programmes.

Analysis I-II, Topology I, Vector analysis I, Measure and integral

Vector analysis II, Probability II.

The course gives a firm theoretical ground for Probability and introduces some of its classical results

Recommended time/stage of studies for completion: 1. year

Term/teaching period when the course will be offered: varying

Measure theoretic foundations of probability, independence, laws of large numbers, characteristic functions and the central limit theorm, Gaussian measures, recurrence/transience of random walks

Lecture notes; D. Williams: "Probability with martingales", R. Durrett: "Probability: theory and examples"

Lectures and exercise classes, possibly other methods like reading assignments+discussion

Exam and excercises, Course will be graded with grades 1-5

Exam, other methods will be described later