Syllabus academic year 2011/2012
(Created 2011-09-01.)
PROBABILITY THEORYFMSF05
Credits: 7,5. Grading scale: TH. Cycle: G2 (First Cycle). Main field: Technology. Language of instruction: The course might be given in English. FMSF05 overlaps following cours/es: MASC01. Optional for: F4, F4fm, I4, I4fir, Pi4, Pi4fm. Course coordinator: Director of studies Anna Lindgren, studierektor@matstat.lu.se, Mathematical Statistics. Prerequisites: FMS012/FMS032/FMS035/FMS086/FMS140 Mathematical statistics. Assessment: Written and oral exam. Further information: The course is also given at the Faculty of Science with the code MASC01. Home page: http://www.maths.lth.se/matstat/kurser/fmsf05/.

Aim
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

Skills and abilities
For a passing grade the student must

Contents
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.

Literature
Gut, A.: An Intermediate Course in Probability Theory. Springer 1995.