MATH-230 / 5 crédits

Enseignant: Aru Juhan

Langue: Anglais

## 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.

## Keywords

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

## 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.

Written exam

## Bibliography

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

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

## Prerequisite for

Bachelor and Master-level courses in Probability and statistics

## Dans les plans d'études

• Semestre: Automne
• Forme de l'examen: Ecrit (session d'hiver)
• Matière examinée: Probability
• Cours: 2 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines

## Semaine de référence

 Lu Ma Me Je Ve 8-9 CM1 9-10 10-11 11-12 12-13 13-14 MAA331MAA110 14-15 15-16 16-17 17-18 18-19 19-20 20-21 21-22

Mardi, 13h - 15h: Exercice, TP MAA331
MAA110

Mercredi, 8h - 10h: Cours CM1