Undervisning

Namn Sp Studieform Tid Ort Arrangör
Probability theory I 5 Cr Föreläsningskurs 3.9.2019 - 17.10.2019
Probability theory I 5 Cr Föreläsningskurs 4.9.2018 - 18.10.2018
Probability theory I 5 Cr Allmän tent 8.8.2018 - 8.8.2018
Probability theory I 5 Cr Allmän tent 13.6.2018 - 13.6.2018
Probability theory I 5 Cr Allmän tent 23.5.2018 - 23.5.2018
Probability theory I 5 Cr Allmän tent 14.3.2018 - 14.3.2018
Probability theory I 5 Cr Allmän tent 10.1.2018 - 10.1.2018
Probability theory I 5 Cr Föreläsningskurs 5.9.2017 - 17.10.2017

Målgrupp

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.

Tidigare studier eller kunskaper

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

Kunskapsmål

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

Timing

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

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

Innehåll

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

Aktiviteter och undervisningsmetoder som stöder lärandet

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

Studiematerial

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

Bedömningsmetoder och kriterier

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

Rekommenderade valfria studier

Vector analysis II, Probability II.

Studieavsnittets form

Exam, other methods will be described later