Lecturers and Seminarists
About the course
This page contains materials for the Mathematical Foundations of Probability theory course in 2023/2024, mandatory for 1st year Master students of the MML program (HSE and Skoltech).
The final grade consists of 2 components (each is non-negative real number from 0 to 10, without any intermediate rounding) :
- OHW for the hometasks
- OExam for the final exam
The formula for the final grade is
- OFinal = 0.5*OHW + 0.5*OExam
with the usual (arithmetical) rounding rule.
- Lecture №1, 09.09
- Lecture №2, 09.09
- Lecture №3, 16.09
- Lecture №4, 16.09
- Lecture №5, 23.09
- Lecture №6, 30.09
- Lecture №7, 07.10
- Lecture №8, 14.10
- Lecture №9, 21.10
- Seminar №1, 23.09
- Seminar №2, 30.09 Hand-written notes
- Seminar №3, 07.10
- Seminar №4, 14.10
- Seminar №5, 21.10
Please send your solutions to email@example.com
The exam is scheduled for November 1, 2023. There will be two groups for the exam:
- The first group will start at 10:00.
- The second group will start at 12:00.
You may book an exam slot below.
Exam questions will contain 1 theoretical question and 1 problem. Using any materials, electronic devices is allowed during preparation, but not during the answer. The proofs that were not given in the lectures can be omitted.
- List of exam questions. The list of questions has been updated to include Fubini's theorem.
Recommended literature (1st term)
- https://59clc.files.wordpress.com/2012/05/paul_r-_halmos_measure_theory_graduate_texts_inbookfi-org.pdf - P. Halmos. Measure theory. Chapters 1-6;
- phys.nsu.ru/korobkov/Fudan_2018_Sobolev_Spaces/Measure-Theory-and-Fine-Properties-of-Functions-Revised-Edition.pdf - L. Evans. Measure theory and fine properties of functions. Chapter 1;
- https://diendantoanhoc.org/index.php?app=core&module=attach§ion=attach&attach_id=12514 - V. Bogachev. Measure theory. Chapters 1,2.
- https://www.youtube.com/watch?v=KRtrdtUI9YQ&list=PLhe7c-LCgl4IVzTaYL8kC-exzBJiJms2B - CMC MSU lectures (in russian!)