A review of probability theory foundations
Enseignant responsable :
Volume horaire : 15Description du contenu de l'enseignement :
- Measure theory and integration
- Random variables, independence, inequalities
- Convergence of random variables, limit theorems
- Conditioning
- Stochastic processes, stopping times, martingales
- Gaussian vectors
- Brownian motion
Compétence à acquérir :
- Measure theory and integration
- Random variables, independence, inequalities
- Convergence of random variables, limit theorems
- Conditioning
- Stochastic processes, stopping times, martingales
- Gaussian vectors
- Brownian motion