Probability Theory, Part 1, 8.0 credits

Sannolikhetsteori, del 1, 8.0 hp

MAI0074

Course level

Third-cycle Education

Description

Contact the examiner if interested.

https://courses.mai.liu.se/FU/MAI0074/

Current and recently held PhD courses at the Department of Mathematics can be found here: https://liu.se/artikel/doktorandkurser-vid-matematiska-institutionen

Contact

Entry requirements

Advanced undergraduate courses in probability theory and analysis. Measure and integration theory helpful, but not necessary.

Contents

Measure-theoretic foundations of probability theory; probability distributions; random variables; expectation; convergence concepts; laws of large numbers; characteristic functions; central limit theorems; conditional expectation and regular conditional distributions.

Educational methods

Lectures.

Examination

Home assignments.

Grading

One-grade scale

Course literature

Durrett, R. (2019). Probability: theory and examples, 5th ed. Cambridge University Press.