Probability theory I, fall 2015
Weeks 36-43, Tuesday12-14 and Thursday 10-12 in room B120.
The course is passed by writing a final exam. Attendance at lectures and
exercise classes is not compulsory (but recommended). Active participation to the exercise class
will raise your grade. The next exam is on thursday 7.4.2016 (yleistentti).
It is possible to take this exam several times without limitations, you are always welcome to improve your grades.
Course material: lecture notes, English version (last updated on 26.11.2015), Finnish version
Old probability theory course web pages with solved exercises: kevät 2009 syksy 2009, syksy 2012, syksy 2013, kevät 2015
The exam program consists of the first 6 chapters of the English version of the lecture notes,
up to the chapter 6 on stochastic convergence (included),
One of these books
J.Jacod- P.Protter: Probability Essentials.
D. Williams: Probability with Martingales.
L. Koralov, Y. Sinai: Theory of Probability and Random Processes, Springer 2007.
O. Kallenberg: Foundations of Modern Probability.
P Malliavin, H Airault, L Kay, G Letac: Integration and Probability
A.N. Shiryaev: Probability Springer.
A.N. Shiryaev: Problems in Probability, Springer 2012
Did you forget to register? What to do?
- exercise_sheet_1 , Finnish version, (9.9.2015) solutions
- exercise sheet 2 , Finnish version, (16.9.2015) solutions
- exercise sheet 3 (23.9.2015)solutions
- exercise sheet 4 (30.9.2015) solutions
- exercise sheet 5 (7.10.2015) solutions
- exercise sheet 6 (14.10.2015) solutions
- exercise sheet 7 (28.10.2015) solutions
- solutions to all exercises written by Petri Tuisku
Course feedback can be given at any point during the course. Click here.