Mathematical Sciences

Lund University

The Mathematical Foundations of Probability

Official Course Description

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.

Finished Sessions

Course Information

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

Prerequisites

Following courses