Syllabus for |
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MVE140 - Foundations of probability theory
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| Syllabus adopted 2014-02-13 by Head of Programme (or corresponding) |
| Owner: MPENM |
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7,5 Credits |
| Grading: TH - Five, Four, Three, Not passed |
| Education cycle: Second-cycle |
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Major subject: Mathematics
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Department: 11 - MATHEMATICAL SCIENCES
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Teaching language: English
Open for exchange students
Block schedule:
| Course module |
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Credit distribution |
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Examination dates |
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Sp1 |
Sp2 |
Sp3 |
Sp4 |
Summer course |
No Sp |
| 0107 |
Examination |
7,5 c |
Grading: TH |
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7,5 c
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13 Jan 2016 am M, |
07 Apr 2016 pm H
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am J |
In programs
MPENM ENGINEERING MATHEMATICS AND COMPUTATIONAL SCIENCE, MSC PROGR, Year 1 (compulsory elective)
Examiner:
Professor
Sergey Zuyev
Go to Course Homepage
Eligibility:
In order to be eligible for a second cycle course the applicant needs to fulfil the general and specific entry requirements of the programme that owns the course. (If the second cycle course is owned by a first cycle programme, second cycle entry requirements apply.)
Exemption from the eligibility requirement:
Applicants enrolled in a programme at Chalmers where the course is included in the study programme are exempted from fulfilling these requirements.
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)
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.
Organisation
The course comprises lectures, and classes with exercises and discussions.
Literature
See the course homepage http://www.math.chalmers.se/Stat/Grundutb/CTH/mve140
Examination
The assessment is mainly based on a written final examination. Bonus points can also be obtained from home assignments.