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.
Examination: Home assignments.
Prerequisites: Advanced undergraduate courses in probability theory and analysis. Measure and integration theory helpful, but not necessary.
Last updated: 2019-09-02