Syllabus
Measurability of systems of random variables, distribution function, independence, expectation, types of convergence of sequences and sums of random variables, conditioning, zero-one laws, law of large numbers, weak convergence, convergence in distribution, characteristic function, central limit theorems.
Annotation
Foundations of probability theory with the emphasis on proof techniques. Recommended for bachelor's program in
General Mathematics, specialization Stochastics.