Mathematical Foundations of Probability theory

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Lecturers and Seminarists

Lecturer Vladimir Ulyanov [] T924
Seminarist Samsonov Sergey [] T926

About the course

This page contains materials for the Mathematical Foundations of Probability theory course in 2022/2023, 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.

Table with grades


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  • [1] Homework #1, deadline: 16.10.2022, 23:59.
  • [2] Homework #2, deadline: 29.10.2022, 23:59. Deadline was extended!


Exam will be organised on 29.10.2022. Please split into 2 groups: first group starts exam at 09:00, second group starts at 10:30. You can book am exam slot below. Exam question 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.

Recommended literature (1st term)