MATH-230 / 5 credits

Teacher: Aru Juhan

Language: English


Summary

This course provides an introduction to probability theory - the mathematical study of randomness. The aim is to get to know the basic mathematical framework of probability theory, and to learn to think and argue in this framework.

Content

Keywords

Probability, independence, mathematical expectation, random variables, random vectors, limit theorems.

Learning Prerequisites

Required courses

  • First year courses of the Mathematics section
  • Swiss school program up to the high school degree "Maturité"

Important concepts to start the course

First year analysis and linear algebra of the Mathematics section.

Learning Outcomes

By the end of the course, the student must be able to:

  • Demonstrate mastery of the course material
  • Demonstrate mastery of the problems related to the exercices sessions
  • Demonstrate the capability of using these notions in other contexts

Transversal skills

  • Use a work methodology appropriate to the task.

Teaching methods

Ex cathedra lecture and exercises in the classroom

Expected student activities

Attend lecture regularly, solve the problems presented and write out the solutions, study the previous course material before the next course, go over the material before the exam.

Assessment methods

Written exam

Resources

Bibliography

Introduction à la théorie des probabilités, R. Dalang et D. Conus.

A first course in probability, S.M. Ross.

Ressources en bibliothèque

Prerequisite for

Bachelor and Master-level courses in Probability and statistics

In the programs

  • Semester: Fall
  • Exam form: Written (winter session)
  • Subject examined: Probability
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks

Reference week

 MoTuWeThFr
8-9  CM1  
9-10    
10-11     
11-12     
12-13     
13-14 MAA331
MAA110
   
14-15    
15-16     
16-17     
17-18     
18-19     
19-20     
20-21     
21-22     

Tuesday, 13h - 15h: Exercise, TP MAA331
MAA110

Wednesday, 8h - 10h: Lecture CM1