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Code: 155703
ECTS: 6.0
Lecturers in charge: prof. dr. sc. Zoran Vondraček
Take exam: Studomat

1. komponenta

Lecture typeTotal
Lectures 60
* Load is given in academic hour (1 academic hour = 45 minutes)
AIMS OF THE PROPOSED COURSE: Probability theory results required for research in probability and related fields.

SYLLABUS: Laws of lagre numbers. Central limit theorems. Random walk. Martingales. Markov chains. Brownian motion.
  1. R. Durrett: Probability: Theory and Examples 2nd ed.
  2. B. Fristedt, L. Gray: A Modern Approach to Probability Theory
  3. G. Grimmett, D. Stirzaker: Probability and Random Processes
  4. O. Kallenberg: Foundations of Probability Theory
  5. S. I. Resnick: Adventures in Stochastic Processes
  6. Y. S. Chow, H. Teicher: Probability Theory, Independence, Interchangeability, Martingales
  7. N. Sarapa: Teorija vjerojatnosti
1. semester
Pristupni kolegiji - Regular study - Mathematics
Consultations schedule: