MOTV 2025 — различия между версиями

Текущая версия на 15:35, 20 октября 2025

Lecturers and Seminarists

About the course

This page contains materials for the Mathematical Foundations of Probability theory course in 2024/2025, mandatory for 1st year Master students of the MML program (HSE and Skoltech). Please, join the Telegram Group.

Grading

The final grade consists of 2 components (each is non-negative real number from 0 to 10, without any intermediate rounding) :

• O_HW for the hometasks
• O_Exam for the final exam

The formula for the final grade is

• O_Final = 0.5*O_HW + 0.5*O_Exam

with the usual (arithmetical) rounding rule.

Lectures

• Lectures delivered in 2022 (in Russian)

Seminars

Homeworks

Please send your solutions to kdyakovlev@hse.ru with the subject "MOTV25_HW1"

Homework #1, Deadline: October 10, 23:59

Please send your solutions to kdyakovlev@hse.ru with the subject "MOTV25_HW2"

Homework #2, Deadline: October 21, 23:59

Exam

The list of exam questions and problems

Recommended literature

• 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&section=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!)
• https://link.springer.com/book/10.1007/978-3-030-61871-1 - Kallenberg O. Foundations of modern probability. – New York, NY : Springer New York, 1997.