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Course information
Academic year: 2017/2018

Timetable (only in Spanish) Exams (only in Spanish)

Local code:
921
Course:
PROBABILITY THEORY II
Syllabus:
Centre:
Course type:
Elective
Total credits:
9
Theoretical:
6
Practical:
3
Cycle:
2nd
Year:
Terms:
1st TERM.
Web:
Lecturers:
Goals:
We seek that with this course the students attain the following goals:

1- To have a general knowledge of the most important ideas, methods and results from Probability Theory;

2- To be able to place Probability Theory within the bigger picture of Measure and Integration Theory;

3- To deal adequately with the notion of independence;

4- To develop a scientific method of reasoning.
Content:
Set theory. Probability. Probability measures on the real line. Measurable mappings. Random variables. Independence. Integral of a measurable mapping. Mathematical expectation. Characteristic function.
Bibliography:
1. Ash, R.B. (1972). Real Analysis and Probability. Academic Press, New York.

2. Billingsley, P. (1986). Probability and measure. Wiley, New York.

3. Halmos, P. (1974). Measure theory. Springer, New York.

4. Ibarrola, P. Pardo, L. y Quesada, V. (1997). Teoría de la probabilidad. Síntesis, Madrid.

5. Loève, M. (1976). Teoría de la probabilidad. Tecnos, Madrid.

6. Quesada, V. y García, A. (1988). Lecciones de Cálculo de Probabilidades. Díaz de Santos, Madrid.
Metodology and Assessment system:
The evaluation will consist of an exam with questions and exercises about the contents of the course.

ECTS information
ECTS code:
E-LSUD-4-MATH-408-PT
ECTS credits:
7.2
Theoretical:
4.8
Practical:
2.4
Teaching method:
Lectures
Course practicum
Assessment system:
Written exam

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