**FOUNDATIONS
OF PROBABILITY
THEORY**

**autumn
2008, 7.5 points**

Teachers Literature Examination Assimilation

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The course covers, i.a.,

with a view towards the Lebesgue integral, the first Borel-Cantelli lemma.

***
Independence and Conditioning:
conditional
probabilities, the
second Borel-Cantelli lemma, the strong law of large
numbers, random walk and the Markov
property.
**

***
Transforms:
probability
generating
functions, moment generating functions, Laplace transforms,
characteristic functions, Poisson
approximation, the central limit
theorem.
**

at the Master level that covers the foundations of probability theory that were laid after

the year 1900!

**The book to be used is
Williams: Weighing the
Odds
(Cambridge University Press 2001).
It is available in paperback; the plan is to take Chapters 1-5
and part of the first
section in Chapter 9 as a base for
the course. If you like to know
more about the
author, click here: Williams . On that
home page, you also find a link to the book.
**

The course takes place in the second quarter of the academic year,

There will be three sessions a week,

one for classes, with exercises, examples, etc.

**The schedule looks as follows:
**

**lectures: Mondays and Wendesdays,
10.00-11.45
classes: Mondays, 13.15-15.00
**

**And the location is the same throughout: MVF33
**

**But in the first week, the
Monday sessions are cancelled;
there is instead a lecture on Tuesday, October 28, at 10.00 in MVF 21.
**

**See you on Tuesday, October 28, at. 10.00!
**

**Torgny Lindvall &
Marcus Warfheimer
**

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**Click here for some very
influential people!
**

**Two poineers of measure and
integration theory:
H.
Lebesgue
E. Borel
**

**and four dedicated to probability
theory:
A.
Khinchin A.
Kolmogorov P.
Lévy J.
Doob**