COM-417: Advanced probability and applications

Summary

In this course, various aspects of probability theory are considered. The first part is devoted to the main theorems in the field (law of large numbers, central limit theorem, concentration inequalities), while the second part focuses on the theory of martingales in discrete time.

Official source

https://edu.epfl.ch/coursebook/en/advanced-probability-and-applications-COM-417

Moodle Page

http://go.epfl.ch/COM-417

About this result

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Ontological neighbourhood

Mathematics

Analysis: Measure theory

Probability theory: Topics in probability theory, Stochastic processses

Statistics

Statistical inference: Mathematical statistics

Logic

Classical logic: First-order logic

Instructor

Lectures in this course (75)

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