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Syllabus for

Academic year
MVE140 - Foundations of probability theory
 
Syllabus adopted 2010-02-26 by Head of Programme (or corresponding)
Owner: MPENM
7,5 Credits
Grading: TH - Five, Four, Three, Not passed
Education cycle: Second-cycle
Major subject: Mathematics
Department: 11 - MATHEMATICAL SCIENCES


Teaching language: English
Open for exchange students
Block schedule: X

Course module   Credit distribution   Examination dates
Sp1 Sp2 Sp3 Sp4 Summer course No Sp
0107 Examination 7,5c Grading: TH   7,5c   20 Dec 2013 am V,  17 Jan 2014 am V,  Contact examiner

In programs

MPENM ENGINEERING MATHEMATICS AND COMPUTATIONAL SCIENCE, MSC PROGR, Year 1 (compulsory elective)

Examiner:

Professor  Sergey Zuyev



  Go to Course Homepage

Eligibility:

For single subject courses within Chalmers programmes the same eligibility requirements apply, as to the programme(s) that the course is part of.

Course specific prerequisites

The student is supposed to have completed a course comprising a substantial part of basic probability theory.

Aim

To provide the students experiences of the strength of probability theory and its applications.

Learning outcomes (after completion of the course the student should be able to)

- have experienced the width of probability theory and its
applications,
- have an advanced understanding of dependence and
conditioning,
- a solid competence of carrying out probability calculations,
often including use of transforms,
- have appreciated the role played by measures and Lebesgue
integration in advanced probability theory.

Content

Probability theory is a rich and varied area of mathematics, with many applications; modern statistics is based on this theory. The purpose of this course is to study its foundations.
Key words and phrases are: basics, moments, independence and conditioning, the strong law of large numbers, tansforms and the central limit theorem, random walk and the Markov property.

Organisation

The course comprises lectures, and classes with exercises and discussions.

Literature

See separate list.

Examination

The assessment is mainly based on a written final examination.
There may also be compulsory home assignments.


Published: Mon 28 Nov 2016.