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01142 Probability Theory
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Danish title: Sandsynlighedsregning
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| Type: Å, Language: DDD |
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Credit points:
5 point |
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| | | Previous course: C0142 |
| Offered by:
Department of Mathematics
(MAT) |
| No credit points with: C0142 |
| Prerequisite: 01020/01021 eller 01002/01003. 01030/01031/01032/01034/36260 |
| Recommended semester:
4th -7th semester |
| Scope and form: 2 lecture modules, 1 hour of problem solving per week and homework problems each week. |
| Examination:
Approval of compulsory activities is a prerequisite for taking part in the exam. Written exam
(13 point scale
) |
| Contact person: |
Ole Jørsboe, MAT, Building 303, Tel. +45 4525 3059 |
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| Aim: To provide the student with an understanding of probabilistic reasoning, to enable him/her to apply it within different technical subjects and to give the necessary mathematical foundation for statistical subjects. |
| Contents: The concept of probability, conditional probability, independence. Random variables, mean value, variance, covariance. Weak convergence. The most important probability distributions, including the binomial distribution, the Poisson distribution, the exponential distribution and the normal distribution. Generating functions, Laplace transformations, characteristic functions. Stochastic processes, including the Poisson process, Markov chains, birth- and death processes, queueing theory. |
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