Probability Theory, Part 1, 8.0 credits

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

Course literature

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