1. komponenta

Lecture type	Total
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

Pristupni kolegiji - Regular study - Mathematics