MM544: Probability theory
Comment
Entry requirements
Academic preconditions
Course introduction
with probability models, which is important in regard to the study ofÂ
theoretical statistics.
The course builds on the knowledge acquired in
the courses MM548, and gives an academic basis for studying the topics
stochastic processes and mathematical finance, that are part of the
degree.
- Give the competence to handle model building and model calculations
- Give skills to apply arguments and concepts from the basic disciplines in mathematics
- Give knowledge about fundamental mathematical knowledge building, theory and methods
Expected learning outcome
The learning objectives of the course is that the student demonstrates the ability to:
- reproduce definitions in probability theory within the scope of the course's syllabus
- reproduce results in probability theory, together with their proofs, within the scope of the course's syllabus
- apply the theory to solve problems in probability theory
- relate the results within the scope of the course's syllabus to each other
Content
The following main topics are contained in the course: Random variables, probability measures, distribution functions, expectation, independence, characteristic functions, the normal and multivariate normal distribution, convergence of random variables, central limit theorems, conditional expectation, martingales.
Literature
Examination regulations
Exam element a)
Timing
January
Tests
Oral exam
EKA
Assessment
Grading
Identification
Language
Examination aids
Book and notes may be used during preparation time before the oral exam
ECTS value
Indicative number of lessons
Teaching Method
In order to enable students to achieve the learning objectives for the course, the teaching is organised in such a way that there are 84 lectures, class lessons, etc. on a semester.
- Intro phase (lectures, class lessons) - 56 hours
- Training phase: 28 hours
Activities during the study phase: Studying the course material and preparing the weekly exercises, individually or through group work.