6 ECTS credits
150 h study time
Offer 1 with catalog number 4013387FNR for all students in the 1st semester
at
a (F) Master - specialised level.
- Semester
- 1st semester
- Enrollment based on exam contract
- Impossible
- Grading method
- Grading (scale from 0 to 20)
- Can retake in second session
- Yes
- Taught in
- Dutch
- Partnership Agreement
- Under interuniversity agreement for degree program
Under agreement for exchange of courses
- Faculty
- Faculty of Science and Bio-engineering Sciences
- Department
- Mathematics
- Educational team
- Uwe Einmahl
(course titular)
- Activities and contact hours
-
30 contact hours Lecture
30 contact hours Seminar, Exercises or Practicals
- Course Content
1. Martingales
2. Classical limit theorems via martingale theory
3. Weak convergence in metric spaces
4. Brownian motion and Donsker's invariance principle
- Course material
- Digital course material (Required) : Gevorderde kansrekening, Lecture notes, Einmahl
- Additional info
- Lecture notes
- Learning Outcomes
-
General competencies
The student knows the basic results of probability.
The student can solve exercises.
- Grading
-
The final grade is composed based on the following categories:
Other Exam determines 100% of the final mark.
Within the Other Exam category, the following assignments need to be completed:
- Examen
with a relative weight of 100
which comprises 100% of the final mark.
- Additional info regarding evaluation
- The students will get exercises for all chapters. They can turn in their solutions for being checked by the instructor. (This is highly recommended, but not compulsory). The final examination will consist of two parts:
Part 1: exercises (50 %)
Part 2: theory (50 %)
- Allowed unsatisfactory mark
- The supplementary Teaching and Examination Regulations of your faculty stipulate whether an allowed unsatisfactory mark for this programme unit is permitted.
Academic context
This offer is part of the following study plans:
Master of Mathematics: Financial and Applied Mathematics (only offered in Dutch)
Master of Mathematics: Fundamental Mathematics (only offered in Dutch)
Master of Mathematics: Education (only offered in Dutch)
Master of Teaching in Science and Technology: wiskunde (120 ECTS, Etterbeek) (only offered in Dutch)