STK-MAT4710 – Probability Theory

After having completed the course

• you have good knowledge of the measure theoretic definitions of probability, independence, random variable, stochastic process, and conditional expectation
• you master different ways to describe the distribution of a random variable
• you have thorough knowledge of methods for treating and describing limits of sequences of random variables
• you are familiar with how filtrations and conditional expectations are used to represent information, and can work with discrete time martingales
• master LaTeX as an electronic tool for writing mathematics.

Students admitted at UiO must apply for courses in Studentweb. Students enrolled in other Master's Degree Programmes can, on application, be admitted to the course if this is cleared by their own study programme.

Nordic citizens and applicants residing in the Nordic countries may apply to take this course as a single course student.

If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures for international applicants.

• MAT1100 – Calculus
• MAT1110 – Calculus and Linear Algebra
• MAT1120 – Linear Algebra / MAT1125 – Advanced linear algebra
• STK1100 – Probability and Statistical Modelling

4 hours lectures/exercises per week throughout the semester.

The course may be taught in Norwegian if the lecturer and all students at the first lecture agree to it.

Upon the attendance of three or fewer students, the lecturer may, in conjunction with the Head of Teaching, change the course to self-study with supervision.

Final written exam, which counts 100 % towards the final grade.

This course has 1 mandatory assignment that must be approved before you can sit the final exam. The assignment must be written with a typesetting software for mathematics, e.g. LaTeX.

It will also be counted as one of the three attempts to sit the exam for this course, if you sit the exam for one of the following courses:STK-MAT3710 – Probability Theory

Students who can document a valid reason for absence from the regular examination are offered a postponed examination at the beginning of the next semester.

Re-scheduled examinations are not offered to students who withdraw during, or did not pass, the original examination.