Probability Theory D
Aalto University
<p>This course provides a unified foundation of probability theory in a general measure-theoretic framework where random variables are represented as functions on an abstract measurable space that is equipped with a probability measure from which all probabilities, expected values, and correlations associated with a given stochastic model can be computed. Key concepts:</p><ul><li>Random numbers, vectors, and sequences as measurable functions.</li><li>Integration with respect to a general probability measure.</li><li>Probability kernels for modelling conditional probabilities.</li><li>Convergence of random sequences and probability measures.</li><li>Distances and divergences between probability measures.</li></ul>
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Course dates
01 September 2025 - 13 October 2025
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Course organizer
Lasse Leskelä
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Place/Venue
School of Science / Department of Mathematics and Systems Analysis
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City
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Country
Finland
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Workload
5
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Link
https://mycourses.aalto.fi/course/search.php?...
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