MM544: Probability theory (10 ECTS)

STADS: 13012701

Level
Bachelor course

Teaching period
The course is offered in the autumn semester.

Teacher responsible
Email: bentj@imada.sdu.dk

Additional teachers
gabe@imada.sdu.dk

Timetable
Group Type Day Time Classroom Weeks Comment
Common I Monday 12-14 U44 39
Common I Monday 12-14 U49D 40
Common I Monday 12-14 U105 41
Common I Monday 12-14 U49B 44-47
Common I Monday 12-14 U175 48-50
Common I Wednesday 10-12 U49D 38-41,44-46
Common I Wednesday 10-12 U176 47-49
Common I Thursday 12-14 U146 36
Common I Thursday 12-13 U49B 51 Jamie Gabe
H1 TE Monday 14-16 U20 45 MM544
H1 TE Friday 08-10 U49 38-41
H1 TE Friday 08-10 U68 43,45-51
H1 TE Friday 08-10 U145 44
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Comment:
Ubegrænset deltagerantal. Undervises fælles med MM835 Sandsynlighedsteori

Prerequisites:
None

Academic preconditions:
MM543 assumed known.

Course introduction
To give the students a solid introduction to the mathematical treatment of prabability theory.

Qualifications
Probability theory is the mathematical foundation for theoretical statistics, and it has also found numerous applications in other branches of mathematics, e.g. functional analysis.

Expected learning outcome
After the course students are expected able to:

  • reproduce definitions in probability theory within the scope of the course's syllabus
  • repreduce results in probability theory, together with their proofs, within the scope of the course's syllabus
  • apply the theory to solve problems in probability theory
  • relate the results within the scope of the course's syllabus to each other
Subject overview
Random variables, probability measures, distribution functions, expectation, independence, characteristic functions, the normal and multivariate normal distribution, convergence of random variables, central limit theorems, conditional expectation, martingales.

Literature
    Meddeles ved kursets start


Website
This course uses e-learn (blackboard).

Prerequisites for participating in the exam
None

Assessment and marking:
Oral exam with external censor, graded by Danish 7-mark scale. 10 ECTS

Expected working hours
The teaching method is based on three phase model.
Intro phase: 50 hours
Skills training phase: 28 hours, hereof:
 - Tutorials: 28 hours

Educational activities Study phase: 10 hours

Language
This course is taught in Danish or English, depending on the lecturer. However, if international students participate, the teaching language will always be English.

Course enrollment
See deadline of enrolment.

Tuition fees for single courses
See fees for single courses.