Valid for: 2022/23
Faculty: Faculty of Engineering, LTH
Decided by: PLED I
Date of Decision: 2022-04-11
Elective for: BME4, F4, F4-fm, I4, Pi4
Language of instruction: The course will be given in English
The course gives a deaper and extended knowledge of probability theory, useful for further studies in, e.g., extreme value theory and stochastic processes and their applications.
Knowledge and understanding
For a passing grade the student must
Competences and skills
For a passing grade the student must
The course deapens and expands the basic knowledge in probability theory. Central moments in the course are transforms of distribution, conditional expectations, multidimensional normal distribution, and stochastic convergence. Further, the concept of stochastic processes is introduced by a fairly thourough treatment of the properties of the Poisson process.
Grading scale: TH - (U,3,4,5) - (Fail, Three, Four, Five)
Assessment: Written exam.
The examiner, in consultation with Disability Support Services, may deviate from the regular form of examination in order to provide a permanently disabled student with a form of examination equivalent to that of a student without a disability.
The number of participants is limited to: No
The course overlaps following course/s: MASC01
Director of studies: Johan Lindström, studierektor@matstat.lu.se
Course homepage: http://www.ctr.maths.lu.se/course/FMSF05MASC01/
Further information: The course is also given at the Faculty of Science with the code MASC01.