Instruction

Name Cr Method of study Time Location Organiser
Probability theory II 5 Cr Lecture Course 29.10.2019 - 13.12.2019
Probability theory II 5 Cr Lecture Course 30.10.2018 - 14.12.2018
Probability theory II 5 Cr General Examination 8.8.2018 - 8.8.2018
Probability theory II 5 Cr General Examination 13.6.2018 - 13.6.2018
Probability theory II 5 Cr General Examination 23.5.2018 - 23.5.2018
Probability theory II 5 Cr General Examination 14.3.2018 - 14.3.2018
Probability theory II 5 Cr General Examination 10.1.2018 - 10.1.2018
Probability theory II 5 Cr Lecture Course 30.10.2017 - 13.12.2017

Target group

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.

Prerequisites

Probability theory I and its prerequesites

Learning outcomes

The main point is to study the principal tools in modern Probability, namely, conditional expectations and martingales, together with some examples

Timing

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

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

Contents

Discrete time Markov chains, Poisson process, conditional expectation, martingales

Activities and teaching methods in support of learning

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

Study materials

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

Assessment practices and criteria

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

Completion methods

Exam, other methods will be described later