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  • Materials

    The main course material is the lecture notes:


    Additional useful learning materials are provided in the pdf files below.  They contain more details about probability density functions, probability kernels, probability metrics, and so on.


    • Additional reading

    • Tiedosto icon
      Order, topology, and sigma-algebras on the extended real line Tiedosto PDF
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    • Tiedosto icon
      Weighted measures and densities Tiedosto PDF
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      Probability metrics Tiedosto PDF
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    • Textbooks

      For those who prefer to read a standard textbook instead, one option is the official course textbook

      • J Jacod & P Protter. Probability Essentials. Springer 2004.

      Another textbook, with essentially the same contents compressed into a smaller number of pages, is

      • D Williams. Probability with Martingales. Cambridge University Press 1991.


      If you are planning to continue your studies in probability further, possibly to a doctoral level, a recommended option is to consider the following reference book which contains a vast amount of content:

      • O Kallenberg. Foundations of Modern Probability. 3rd edition. Springer 2021.

    • Old lecture videos

      Old lecture videos from the course Spring 2021 are available at https://youtube.com/playlist?list=PLLUr70a-tqjf5htSOg4qeFCx-jqM2jlO5.

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