Mathematics
Te Tari Pāngarau me te Tatauranga
Department of Mathematics & Statistics

MATH4PT Probability Theory

Second Semester
10 points
 

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.

Period

2018, Semester 2.

Prerequisites

MATH4MI.

Lecturer

Petru A. Cioica-Licht (Room 212, phone 479 7783, email: pcioica@maths.otago.ac.nz)

Further Reading

Assessment

TBA

Final mark

While we strive to keep details as accurate and up-to-date as possible, information given here should be regarded as provisional. Individual lecturers will confirm teaching and assessment methods.