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