Chaire de Processus Stochastiques PRST

Probability Theory (MATH-432)

This course provides a rigourous measure theory based introduction to probability. We will study independence and various forms of convergence for random variables.


News


Contents


References


Exam

B is the bonus between 0 and 1 taking into account the midterm exam and homeworks handed in during the semester, where 9 of them will be counted. P is the score of final exam. Final mark N is calculated by

N= P + B*(1-(P/6)^(4/3))

Organisation

Lecturer

Prof. Thomas Mountford

Assistant

Hao Xue

Classes

Exercise sessions

Contacts

Chaire de Processus Stochastiques

EPFL-SB-IMA-PRST
Station 8
CH-1015 Lausanne
Nous trouver sur le campus

Tél : +41 (0) 21 69 325 50
Fax : +41 (0) 21 69 325 50