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Probability Theory 2

  • Number of credits 7.5 Credits
  • Level Master’s level
  • Starting Autumn Term 2018

About the course

The course covers random variables in one and several dimensions, conditional probabilities, probability generating and characteristic functions. The multivariate normal distribution and distributions of order statistics and quadratic forms are treated. Other important probabilistic results that are covered more thoroughly compared to courses on the Bachelor level, are covergence criteria for series of random variables, the Borel Cantelli lemma, convergence through transforms, the law of large numbers, the central limit theorem and Cramér-Slutsky's theorem. Finally a deepend presentation of Poisson processes is given.

In a degree, this course may not be included together with another course with a similar content. If unsure, students should ask the Director of Studies in Mathematics and Mathematical Statistics. The course can also be included in the subject area of computational science and engineering. 

Application and eligibility

Probability Theory 2, 7.5 hp

Det finns inga tidigare terminer för kursen Autumn Term 2018 Det finns inga senare terminer för kursen

Starts

Lectures begin on week starting 3 September 2018

Ends

Lectures end during the week of 5 November 2018

Study location

Umeå

Language

English (upon request)

Type of studies

Daytime, 50%

Required Knowledge

The course requires 90 ECTS including courses in Mathematical Statistics minimum 12 ECTS or courses in Statistics, minimum 75 ECTS and in both cases a course in Basic Calculus, 7,5 ECTS. Proficiency in English equivalent to Swedish upper secondary course English A/5. Where the language of instruction is Swedish, applicants must prove proficiency in Swedish to the level required for basic eligibility for higher studies.

Selection

Guaranteed place

Application code

UMU-58208

Application

Application deadline was 16 April 2018. The application period is closed.

Application and Tuition fees

As a citizen of a country outside the European Union (EU), the European Economic Area (EEA) or Switzerland, you are required to pay application and tuition fees for studies at Umeå University.

Application fee

SEK900

Tuition fee, first instalment

SEK16,875

Total fee

SEK16,875

Contact us

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Course is given by
Dept. of Mathematics and Mathematical Statistics
Contact person for the course is:
Study counselor Lars-Daniel Öhman