Course syllabus

Probability Theory

FMSF05, 7,5 credits, G2 (First Cycle)

Valid for: 2016/17
Decided by: Education Board B
Date of Decision: 2016-03-28

General Information

Elective for: BME4, F4, F4-fm, I4, Pi4-fm
Language of instruction: The course will be given in English on demand


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.

Learning outcomes

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.

Examination details

Grading scale: TH
Assessment: Written and oral exam and written assignment.

Code: 0116. Name: Examination.
Credits: 6,5. Grading scale: TH. Assessment: Written and oral exam
Code: 0216. Name: Assignment.
Credits: 1. Grading scale: UG. Assessment: Written assignment


Admission requirements:

The number of participants is limited to: No
The course overlaps following course/s: MASC01

Reading list

Contact and other information

Director of studies: Studierektor Anna Lindgren,
Course homepage:
Further information: The course is also given at the Faculty of Science with the code MASC01.