Probability theory / Sannolikhetsteori
FMSF05 / MASC01
7,5 credits, G2 (First Cycle)
FMSF05 / course code for LTH
MASC01 course code for Faculty of Science
General Information
Elective for: BME4, F4, F4-fm, I4, Pi4
Language of instruction: The course will be given in English
Contents
The course deapens and expands the basic knowledge in probability theory. Central moments in the course are transforms of distribution, conditional expectations, multidimensional normal distribution, and stochastic convergence. Further, the concept of stochastic processes is introduced by a fairly thourough treatment of the properties of the Poisson process.
Examination details
Grading scale: TH - (U,3,4,5) - (Fail, Three, Four, Five)
Assessment: Written exam.
The examiner, in consultation with Disability Support Services, may deviate from the regular form of examination in order to provide a permanently disabled student with a form of examination equivalent to that of a student without a disability.
Admission
Admission requirements:
- FMSF20 Links to an external site. Mathematical Statistics, Basic Course or FMSF25 Links to an external site. Mathematical Statistics - Complementary Project or FMSF32 Links to an external site. Mathematical Statistics or FMSF45 Links to an external site. Mathematical Statistics, Basic Course or FMSF50 Links to an external site. Mathematical Statistics, Basic Course or FMSF55 Links to an external site. Mathematical Statistics, Basic Course or FMSF70 Links to an external site. Mathematical Statistics or FMSF75 Links to an external site. Mathematical Statistics, Basic Course or FMSF80 Links to an external site. Mathematical Statistics, Basic Course
The number of participants is limited to: No
Reading list
- Gut, A.: An Intermediate Course in Probability Theory. Springer, 1995.
Contact and other information
Director of studies: studierektor@matstat.lu.se
- Kursplan LTH (SV) Links to an external site.
- Kursplan NF (SV)
- Syllabus LTH (EN) Links to an external site.
- Syllabus NF (EN)