MATH-432 / 5 credits

Teacher: Junnila Janne Matias

Language: English


Summary

The course provides a measure-theoretic introduction to probability theory.

Content

Learning Prerequisites

Required courses

Analyse I/II/IV, Probabilités

Recommended courses

Measure and Integration

Learning Outcomes

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

  • Apply Borel-Cantelli lemmas and Kolmogorov 0-1 law to study tail events
  • Apply characteristic functions to study probability distributions
  • Analyze distributions of random variables using concentration inequalities
  • Prove simple convergence results for sequences of random variables

Teaching methods

Lectures and exercise classes.

Assessment methods

Written exam.

Dans le cas de l'art. 3 al. 5 du Règlement de section, l'enseignant décide de la forme de l'examen qu'il communique aux étudiants concernés.

Supervision

Office hours No
Assistants Yes
Forum No

Resources

Bibliography

R. Durrett. Probability: theory and examples.

Ressources en bibliothèque

Prerequisite for

Probabilities, Stochastic process

In the programs

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

Reference week

 MoTuWeThFr
8-9     
9-10     
10-11     
11-12     
12-13     
13-14   GCA1416 
14-15    
15-16   GCA1416 
16-17    
17-18     
18-19     
19-20     
20-21     
21-22     

Thursday, 13h - 15h: Lecture GCA1416

Thursday, 15h - 17h: Exercise, TP GCA1416