進階高等機率論

Advanced probability theory

學期

111-1

學分

0 學分

當期課號

536716

永久課號

SCMA30027

開課單位

應用數學系

授課教師

許元春

校區

光復

類別

選修

上課時間表

節	週三
5 13:20–14:10	進階高等機率論 SA211（光復） 3 節連堂
6 14:20–15:10
7 15:30–16:20

* 根據陽明交大上課時間表所列

概述

Syllabus:. • Conditional expectations • Gaussian distributions • Martingales • Markov chains • Ergodic theory

先修科目

The aim of this course is to introduce the advanced topics in probability, which are used in modern mathematics and many other fields of science and engineering. While the choice of topics is motivated by their use in mathematics and various applied areas, the courses will emphasize the theoretical and conceptual underpinnings, just as in other mathematics course Prerequisite: Elements of measure theory

備註

無備註

教學方式

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評分方式

Exams: • Midterm: Wednesday, April 13, 1:20-4:00 p.m., SA 211 . • Final: Wednesday, May 25, 1:20-4:00 p.m., SA 211 . Grading: Midterm exam(50), Final exam(50)

課程大綱

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週次計畫

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教科書

1. Lecture notes for probability theory by Sourav Chatterjee 2. Probability theory by Dmitry Panchenko 3. Lecture notes for integration, probability and random processes by Jean-Francois Le Gall (in French)

Office Hours

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