Kaisa_2012_3_photo by Veikko Somerpuro

This page will not be maintained. For the information on the course, see the wiki page:
https://wiki.helsinki.fi/display/mathphys/Probability+theory

Ilmoittaudu
23.10.2017 klo 09:00 - 13.12.2017 klo 23:59

Aikataulu

Tästä osiosta löydät kurssin opetusaikataulun. Tarkista mahdolliset muut aikataulut kuvauksesta.

PäivämääräAikaOpetuspaikka
Ma 30.10.2017
12:15 - 14:00
Ti 31.10.2017
14:15 - 16:00
Ma 6.11.2017
12:15 - 14:00
Ti 7.11.2017
14:15 - 16:00
Ma 13.11.2017
12:15 - 14:00
Ti 14.11.2017
14:15 - 16:00
Ma 20.11.2017
12:15 - 14:00
Ti 21.11.2017
14:15 - 16:00
Ma 27.11.2017
12:15 - 14:00
Ti 28.11.2017
14:15 - 16:00
Ma 4.12.2017
12:15 - 14:00
Ti 5.12.2017
14:15 - 16:00
Ma 11.12.2017
12:15 - 14:00
Ti 12.12.2017
14:15 - 16:00

Muu opetus

01.11. - 29.11.2017 Ke 10.15-12.00
13.12.2017 Ke 10.15-12.00
Konstantin Izyurov
Opetuskieli: englanti

Kuvaus

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.

Probability theory I and its prerequesites

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

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

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

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

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