(in Polish) Rachunek prawdopodobieństwa III 1000-1M14RP3
During the course we wll present classical facts from probability theory, concerning mainly sums
of independent random variables and vectors, that are not covered during the basic two-semester
undergraduate probability course.
We plan to discuss the following topics: classical inequalities for sums
of independent random variables - Bernstein, Prochorov, inverse exponential
Kolmogorov inequality, maximal inequalities for sums of independent random variables and vectors,
Marinkiewicz-Zygmund strong laws of large numbers, law of the iterated logarithm,
introduction to the large deviation theory, random walks, elements of the renewal theory.
Type of course
Prerequisites (description)
Bibliography
W.Feller, An introduction to probability theory and its applications. Vol. II. Second edition John Wiley & Sons, 1971
O.Kallenberg, Foundations of Modern Probability, Second Edition, Springer, 2001
M.Loeve, Probability theory I-II, Springer, 1977-78
Additional information
Information on level of this course, year of study and semester when the course unit is delivered, types and amount of class hours - can be found in course structure diagrams of apropriate study programmes. This course is related to the following study programmes:
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: