|
課程名稱 |
機率論一
Probability Theory (Ⅰ) |
|
開課學期 |
103-1 |
|
授課對象 |
理學院 應用數學科學研究所 |
|
授課教師 |
周雲雄 |
|
課號 |
MATH7509 |
|
課程識別碼 |
221 U3410 |
|
班次 |
|
|
學分 |
3 |
|
全/半年 |
半年 |
|
必/選修 |
必修 |
|
上課時間 |
星期二5,6(12:20~14:10)星期四6,9(13:20~17:20) |
|
上課地點 |
天數305天數305 |
|
備註 |
總人數上限：30人
外系人數限制：3人 |
|
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1031MATH7509_ |
|
課程簡介影片 |
|
|
核心能力關聯 |
核心能力與課程規劃關聯圖 |
|
課程大綱
|
|
為確保您我的權利,請尊重智慧財產權及不得非法影印
|
|
課程概述 |
Law of Large Numbers, Central limit theorems, Random walks, Martingales. |
|
課程目標 |
This course is mainly for first-year graduate student who is interested in Probability. Based on real analysis, we will introduce the basic results like Law of Large Numbers and Central limit Theorems. Martingale will be covered. It paves the way for stochastic integral, which will be offered in the second semester. Of course, random walk will be introduced. If time permits, we will give some lectures on Markov chains.
Exercises in the textbook are vital to understand the probability theory well.
|
|
課程要求 |
This course is essentially based on real analysis. Students are recommended to take real analysis at the same time if he/she was not familiar with real analysis yet. |
|
預期每週課後學習時數 |
|
|
Office Hours |
|
|
指定閱讀 |
待補 |
|
參考書目 |
Textbook. Richard Durrett, Probability: Theory and Examples, 4th edition.
References. Books by Billingsley, K.L.Chung, Karlin and Taylor and W. Feller.
|
|
評量方式
(僅供參考) |
|
|