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MAI0074
Sannolikhetsteori, del 1/
Probability theory, part 1

Number of credits: 8 hp

Examiner: Torkel Erhardsson

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

Course 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.

Organisation: Lectures.

Examination: Home assignments.

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

Course web page

Page manager: karin.johansson@liu.se
Last updated: 2019-09-02