Probability Theory
Course description
This course introduces probability spaces, random variables, expectation, conditional probability, limit theorems, and random vectors.
Materials
- Lecture notes
- Seminar notes
- Problem sets
- Jupyter notebooks
- Previous examinations
Topics
- Probability spaces
- Conditional probability
- Random variables
- Expectation and variance
- Random vectors
- Laws of large numbers
- Central limit theorem
- Conditional expectation