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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.

Teacher

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

Course literature

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

Organisation

12 lectures.

Examination

Home assignments. The list will contain 24 problems. Each solution to a problem will be marked with 1 credit (satisfactory), 0.5 credits, or 0 credits. A total of 16 credits is required for a passing grade.

Lecture plan

Lectures will normally be given in Hopningspunkten (MAI, House B, ground floor), Wednesdays at 15.15-17.
Provisional lecture plan, with corresponding sections of Durrett, 5th ed., indicated:

L 1 (9/9): 1.1-2, A.1-2.
L 2 (16/9): 1.3-4. NOTE: Location changed to Kompakta rummet!
L 3 (23/9): 1.5-6.
L 4 (30/9): 1.7, 2.1.
L 5 (14/10): 1.7, A.3.
L 6 (28/10): 2.2-3.
L 7:(4/11): 2.4-5.
L 8:(18/11): 3.1-2.
L 9:(25/11): 3.3.1-3.
L 10:(2/12): 3.4.1-2, 3.4.4.
L 11:(9/12): 3.6, 3.8-10.
L 12:(16/12): A.4, 4.1.