Mathematical Foundations of Probability theory — различия между версиями
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*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; | *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://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!) | ||
Версия 19:49, 25 октября 2022
Содержание
Lecturers and Seminarists
| Lecturer | Vladimir Ulyanov | [] | T924 |
| Seminarist | Samsonov Sergey | [svsamsonov@hse.ru] | 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).
Grading
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.
Lectures
- []
Seminars
- []
Homeworks
Exam
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!)
