Titel: SF3940 Probability (7.5 credits)

Examiner: Henrik Hult

Preliminary schedule:
Fri 25 Jan 13-15, Rm 3733
Introductory lecture. No assignments

Fri 15 Feb 13-15, Rm 3733
Measure and integration

Fri 22 Feb 13-15, Rm 3733
Random variables, expectation, independence

Fri 15 Mar 13-15, Rm 3733
The Strong Law of Large Numbers, 0-1 laws, Borel-Cantelli Lemma

We 27 Mar 15-17, Rm 3733
Weak convergence, characteristic functions, the Central Limit Theorem

Fri 12 Apr 15-17, Rm 3733
Random walks, recurrence, transience

Fri 3 May 10-12, Rm 3733
Conditional expectation, the Radon-Nikodym theorem

Fri 17 May 10-12, Rm 3733
Martingales, martingale convergence, applications of martingales

Examination: Assignments and Oral exam.

Syllabus and Homework

• Syllabus.
• Homework1.
• Homework2.

Till matematisk statistik