Coursebooks

Probability theory

MATH-432

Lecturer(s) :

Junnila Janne Matias

Language:

English

Summary

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

Content

- probability measures, random variables and expectation

- convergence in law, probability, L^p and almost surely

- concentration inequalities

- Borel-Cantelli lemmas, Kolmogorov 0-1 law

- weak and strong laws of large numbers

- characteristic functions

- central limit theorem

- various examples

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:

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

Reference week

 MoTuWeThFr
8-9     
9-10     
10-11     
11-12     
12-13     
13-14   MED21522 
14-15    
15-16   MED21522 
16-17    
17-18     
18-19     
19-20     
20-21     
21-22     
 
      Lecture
      Exercise, TP
      Project, other

legend

  • Autumn semester
  • Winter sessions
  • Spring semester
  • Summer sessions
  • Lecture in French
  • Lecture in English
  • Lecture in German