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Syllabus for

Academic year
TMS021 - Probability theory
 
Owner: TM
5,0 Credits (ECTS 7,5)
Grading: TH - Five, Four, Three, Not passed
Level: C
Department: 11 - MATHEMATICAL SCIENCES


Teaching language: Swedish

Course module   Credit distribution   Examination dates
Sp1 Sp2 Sp3 Sp4 No Sp
0101 Examination 5,0 c Grading: TH   5,0 c   Contact examiner

In programs

TTFYA ENGINEERING PHYSICS, Year 4 (elective)
TM Teknisk matematik, Year 2 (elective)

Examiner:

Professor  Torgny Lindvall



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

Basic course in mathematical statistics

Aim

The course aims at an advanced knowledge of fundamental concepts and results in probability theory.

Content

Measures, probabilities, and distributions. Expecta-tion and integration. Convergence of sequences of random variables and distributions. Characteristic functions. The Central Limit Theorem. The Strong Law of the Law of Large Numbers.

Literature

O. Häggström and T. Lindvall: Sannolikheter och väntevärden (compendium).

Examination

Written exam, consisting of theory and problems.


Page manager Published: Mon 28 Nov 2016.