Sannolikhetsteori, del 1, 8.0 hp

Probability Theory, Part 1, 8.0 credits

MAI0074

Utbildningsnivå

Forskarutbildning

Beskrivning

Kontakta examinatorn vid intresse.

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

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Kontaktinformation

Behörighetskrav

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

Kursinnehåll

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.

Undervisnings- och arbetsformer

Lectures.

Examination

Home assignments.

Betygsskala

Engradig skala

Kurslitteratur

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