Probability theory

Lecturer: Kalle Kytölä
Teaching assistant: Armando W. Gutiérrez

Content:

• Random numbers, vectors, and sequences
• Integration with respect to a probability measure
• Stochastic independence and product measure
• Law of large numbers and the central limit theorem
• Conditional expectation with respect to a sigma-algebra

Study material:

• Jacod, J. and Protter, P. Probability essentials. Universitext Springer, 2004
• Williams, D. Probability with martingales. Cambridge University Press, 1991
• Kytölä, K. Lecture notes