MS-E1600 - Probability Theory D, Lecture, 10.1.2022-21.2.2022

Please note! Course description is confirmed for two academic years, which means that in general, e.g. Learning outcomes, assessment methods and key content stays unchanged. However, via course syllabus, it is possible to specify or change the course execution in each realization of the course, such as how the contact sessions are organized, assessment methods weighted or materials used.

LEARNING OUTCOMES

After completing the course, the participant

• Can compute the expected value of a random number as an integral with respect to a probability measure
• Can compute probabilities related to independent random variables by using a product measure
• Recognizes different types of convergence of a random sequence
• Can explain how and when a random sum can be approximated by a Gaussian distribution
• Can represent conditional probabilities with respect to the information content of a sigma-algebra

Credits: 5

Schedule:

Teacher in charge (valid for whole curriculum period):

Teacher in charge (applies in this implementation): Ragnar Freij-Hollanti

Contact information for the course (applies in this implementation):

CEFR level (valid for whole curriculum period):

Language of instruction and studies (applies in this implementation):

Teaching language: English. Languages of study attainment: English

Content
• valid for whole curriculum period:

- Random numbers, vectors, and sequences
- Describing information using sigma-algebras
- Integration with respect to a probability measure
- Stochastic independence and product measure
- Law of large numbers and the central limit theorem

Assessment Methods and Criteria
• valid for whole curriculum period:

Weekly exercises and exam.

• valid for whole curriculum period:

2 x 2h lectures, 1 x 2h exercise sessions with weekly homeworks

DETAILS

Study Material
• valid for whole curriculum period:

K Kytölä. Probability theory. Lecture notes. Aalto University 2019.

Substitutes for Courses
• valid for whole curriculum period:

Prerequisites
• valid for whole curriculum period:

FURTHER INFORMATION

Further Information
• valid for whole curriculum period:

Teaching Period:

2020-2021 Spring III

2021-2022 Spring III

Course Homepage: https://mycourses.aalto.fi/course/search.php?search=MS-E1600

Registration for Courses: In the academic year 2021-2022, registration for courses will take place on Sisu (sisu.aalto.fi) instead of WebOodi.