Advanced topics in probability
About
The course will go through a number of topics in advanced probability.
While the topics of this course might change for different years, for the upcoming course, it will contain most of the following topics:
- General weak laws of large numbers for triangular arrays with applications, including to the St. Petersburg paradox. Random series.
- The strongest form of the Strong law of large numbers, which only requires a first moment assumption.
- Kakutani's Theorem for absolute continuity/mutual singularity of product measures.
- Convergence in distribution with various probabilistic examples.
- Characteristic functions (aka Fourier transforms), the Central Limit Theorem.
- Introduction to Brownian motion.
Prerequisites and selection
Entry requirements
Knowledge corresponding to the courses MSG110 Probability theory and MMA110 Integration theory.
Selection
All eligible applicants who have applied before the deadline will be granted a place.
Facilities
Mathematical Sciences is a joint department of Chalmers/University of Gothenburg. Your education takes place in the spacious and bright premises of Mathematical Sciences at the Chalmers campus Johanneberg, where there are lecture halls, computer rooms and group rooms. Here you can also find student lunch room and reading room, as well as student counsellors and student office.
