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01142 Probability Theory
Danish title: Sandsynlighedsregning
Language: Danish Credit points: 5
Type: Open University
Language: Danish

Previous course: C0142
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: Written exam (13-scale) (13-scale)
Contact person: Ole Groth Jørsboe, Building 303, Tel. +45 4525 3059, email O.Joersboe@mat.dtu.dk

Department: Department of Mathematics
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. Stochastic processes, including the Poisson process, Markov chains, birth- and death processes, queueing theory.