Mathematical Foundations of Probability theory — различия между версиями

Версия 11:50, 18 октября 2022

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).

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.

Table with grades

Lectures

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Seminars

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Homeworks

• [1] Homework #1, deadline: 16.10.2022, 23:59.
• [2] Homework #2, deadline: 28.10.2022, 23:59.

Exam

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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&section=attach&attach_id=12514 - V. Bogachev. Measure theory. Chapters 1,2.