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Course information, HT 2026

 

MAI0074 Probability theory, part 1 (graduate course)

Contents

 Measure-theoretic foundations of probability theory; probability distributions; random variables; expectation; convergence concepts; laws of large numbers; characteristic functions; central limit theorems; conditional expectation and regular conditional distributions.

Course literature

Durrett, R. (2019). Probability: theory and examples, 5th ed. Cambridge University Press.

Organisation

Lectures.

Examination

Home assignments.

Teacher

Lecturer and examiner: Torkel Erhardsson. Tel nr: 281478, email: torkel.erhardsson@liu.se

Lecture plan

 Lectures will be given in Hopningspunkten (MAI, House B, ground floor), unless otherwise indicated.

Number of lectures: 12.

Lecture plan, with corresponding sections of Durrett, 5th ed., indicated: TBA

Home assignments

TBA