LU / (NF) - (LTH) / MatCent / Course / Foundprob
Mathematical Sciences
På svenska
Education
Research
Outreach
Library
About
Contact/Staff

The Mathematical Foundations of Probability

Official Course Description

NF Course Description (SV)

Description

The course extends and deepens basic knowledge in Probability Theory. Central topics are existence and uniqueness of measures defined on sigma fields, integration theory, Radon-Nikodyn derivatives and conditional expectation, weak convergence of probability measures on metric spaces.

Coming Sessions

HT2

Finished Sessions

Course Information

NF Code: MASM14
Credits:7.5
Level:Advanced Level
Language:English

Prerequisites

Mathematics 1 Alpha (Mandatory) Mathematics 1 Beta (Mandatory) Multivariable Analysis (Mandatory) Linear Algebra (Mandatory)

Following courses

Masterexamensarbete i Matematisk statistik

Questions: webmaster
Last update: 2013-04-10

Centre for Mathematical Sciences, Box 118, SE-22100, Lund. Telefon: +46 46-222 00 00 (vx)