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 |
|
Show entire timetable
Show personal time table for this course.
Comment:
Ubegrænset deltagerantal. Undervises fælles med MM835 Sandsynlighedsteori
Prerequisites:
None
Academic preconditions:
MM543 assumed known.
Course introductionTo give the students a solid introduction to the mathematical treatment of prabability theory.
QualificationsProbability 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 outcomeAfter 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 overviewRandom 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.
LiteratureMeddeles 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.