Sannolikhetsteori, del 1/
Probability theory, part 1
Number of credits: 8 hp
Examiner: Torkel Erhardsson
Course literature: Durrett, R. (2010). Probability: theory and examples, 4th ed. Cambridge University Press.
Course contents: The foundations of probability theory, convergence concepts, laws of large numbers, characteristic functions, central limit theorems, random walks, conditioning, discrete time martingales.
Examination: Home assignments.
Prerequisites: Advanced undergraduate courses in probability theory and analysis. Measure and integration theory helpful, but not necessary.
Last updated: 2016-08-22