Course syllabus for Foundations of probability theory

The course syllabus contains changes
See changes

Course syllabus adopted 2021-02-26 by Head of Programme (or corresponding).

Overview

  • Swedish nameSannolikhetsteorins grunder
  • CodeMVE140
  • Credits7.5 Credits
  • OwnerMPENM
  • Education cycleSecond-cycle
  • Main field of studyMathematics
  • DepartmentMATHEMATICAL SCIENCES
  • GradingTH - Pass with distinction (5), Pass with credit (4), Pass (3), Fail

Course round 1

  • Teaching language English
  • Application code 20124
  • Open for exchange studentsYes

Credit distribution

0107 Examination 7.5 c
Grading: TH		 7.5 c
  • 15 Jan 2022 am J
  • 13 Apr 2022 pm J
  • Contact examiner

In programmes

Examiner

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Eligibility

General entry requirements for Master's level (second cycle)
Applicants enrolled in a programme at Chalmers where the course is included in the study programme are exempted from fulfilling the requirements above.

Specific entry requirements

English 6 (or by other approved means with the equivalent proficiency level)
Applicants enrolled in a programme at Chalmers where the course is included in the study programme are exempted from fulfilling the requirements above.

Course specific prerequisites

The student is supposed to have completed a course comprising a substantial part of basic probability theory.

Aim

To provide the students experiences of the strength of probability theory and its applications.

Learning outcomes (after completion of the course the student should be able to)

- identify and properly formulate probabilistic models for real-life phenomena

- explain the foundations of probability and its relations to measure theory, set theory and Lebesgue integration

- explain and motivate the main probability distributions, their properties and range of applications

- use dependence and conditioning in complex situations

- carry out analytical probability calculations, including use of transforms.

Content

Probability experiment, events, random variables and their distributions,  independence and conditional distributions, random vectors and sequences, convergence, the strong law of large numbers, transforms and the central limit theorem.

Organisation

The course comprises lectures, and tutorials with exercises and discussions.

Literature

See the course homepage http://www.math.chalmers.se/Stat/Grundutb/CTH/mve140

Examination including compulsory elements

The assessment is mainly based on a written final examination. Bonus points can also be obtained for presentation of home assignments at the tutorials.

The course examiner may assess individual students in other ways than what is stated above if there are special reasons for doing so, for example if a student has a decision from Chalmers on educational support due to disability.

The course syllabus contains changes

  • Changes to examination:
    • 2022-04-23: Exam date Exam date changed by Elisabeth Eriksson
      [34073, 55216, 3], New exam for academic_year 2021/2022, ordinal 3 (not discontinued course)
    • 2021-11-04: Exam date Exam date changed by Elisabeth Eriksson
      [34073, 55216, 2], New exam for academic_year 2021/2022, ordinal 2 (not discontinued course)