Mathematical Foundations of Probability theory
Lecturers and Seminarists
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.
-  Homework #1, deadline: 16.10.2022, 23:59.
-  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)
- 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!)