Course Identification

Title:

Probability theory (with measure theory)

Code:

20254132

Lecturers and Teaching Assistants

Lecturers:

Prof. Eliran Subag

TA's:

N/A

Course Schedule and Location

Year:

2025

Semester:

Second Semester

When / Where:

Wednesday, 14:15 - 16:00, Jacob Ziskind Building, Rm 155

First Lecture:

26/03/2025

End date:

02/07/2025

Field of Study, Course Type and Credit Points

Mathematics and Computer Science: 2.00 points

Comments

N/A

Prerequisites

The required background is a first course in probability. Some familiarity with basic notions of analysis is expected, knowledge in measure theory is an advantage.

Restrictions

Participants:

20

Language of Instruction

English

Attendance and participation

Expected and Recommended

Grade Type

Numerical (out of 100)

Grade Breakdown (in %)

Assignments:

50%

Final:

50%

Evaluation Type

Examination

Scheduled date 1

Date / due date

N/A

Location

N/A

Time

-

Remarks

N/A

Scheduled date 2

Date / due date

N/A

Location

N/A

Time

-

Remarks

N/A

Estimated Weekly Independent Workload (in hours)

6

Syllabus

The course will discuss basic elements of probability theory: probability spaces, convergence of random variables, laws of large numbers, central limit theorem, Brownian motion. The required background is a first course in probability. Some familiarity with basic notions of analysis is expected, knowledge in measure theory is an advantage.

Learning Outcomes

Upon successful completion of the course, the students will be familiar with basic notions in probability theory.

Reading List

N/A

Website

N/A