1. komponenta

Lecture type	Total
Lectures	60

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. Probability: Theory and Examples 2nd ed., R. Durrett, Duxbury Press, 1996.
2. A Modern Approach to Probability Theory, B. Fristedt, L. Gray, Birkhauser, 1997.
3. Probability and Random Processes, G. Grimmett, D. Stirzaker, Clarendon, 1992.
4. Foundations of Probability Theory, O. Kallenberg, Springer, 1997.
5. Adventures in Stochastic Processes, S. I. Resnick, Birkhauser, 1992.
6. Probability Theory, Independence, Interchangeability, Martingales, Y. S. Chow, H. Teicher, Springer, 1978.
7. Teorija vjerojatnosti, N. Sarapa, Školska knjiga.

Pristupni kolegiji - Regular study - Mathematics