MATH4PT Probability Theory
The genuine goal of probability theory is to provide mathematical methods for describing and analysing experiments with random output. In the 1930s, the Russian mathematician Andrey N. Kolmogorov suggested to formalize the study of such experiments by using measure theory. This led to an enormous development of the understanding of uncertainty.
In this lecture we aim to introduce the basic concepts of modern probability theory and to present and prove some of its fundamental results. We will mainly concentrate on the behaviour of sequences of independent random variables: the mathematical model for an infinite series of experiments that do not influence each other.
2018, Semester 2.
Petru A. Cioica-Licht (Room 212, phone 479 7783, email: firstname.lastname@example.org)
- P. Billingsley, Probability and Measures, J. Wiley & Sons, New York, 1995.
- H. Bauer, Probability Theory and Elements of Measure Theory, 2nd English ed., Academic Press, London, 1981.