高等機率論（博）
Probability Theory
| 節 | 週三 |
|---|---|
5 13:20–14:10 | 高等機率論（博） A304 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
The aim of this course is to provide the students with a fairly thorough treatment of the main body of basic and classical probability theory. This means that we begin with basics from measure theory after which we turn to the random variables and the two classical limit theorems: the law of large numbers and the central limit theorem.
None.
1. The projector and the blackboard will be used at class for this course. 2. Please only download rather than print out the pdf files of the textbook and the reference from the website of our university library.
作業部份： None 考試部份： It is required for every student to present a published paper by June 12, 2026 (i.e., Friday of the 16th academic week in this semester). The paper should be chosen from "References" of the textbook. The presentation time should be about 15 ~ 30 minutes for undergraduates or master students and about 30 ~ 60 minutes for Ph.D. students. Questions and Answers (Q and A) are about 15 minutes for undergraduates or master students and about 30 minutes for Ph.D. students. 評量部份： (1) Attendance at class. (2) Presentation of a published paper from "References" of the textbook.
- Chapter 1 Introductory Measure Theory
- Chapter 2 Random Variables
- Chapter 6 The Law of Large Numbers
- Chapter 7 The Central Limit Theorem
| 週次 | 主題 |
|---|---|
| 第 1 週 | Chapter 1 Introductory Measure Theory (1) |
| 第 2 週 | Chapter 1 Introductory Measure Theory (2) |
| 第 3 週 | Chapter 2 Random Variables (1) |
| 第 4 週 | Chapter 2 Random Variables (2) |
| 第 5 週 | Chapter 2 Random Variables (3) |
| 第 6 週 | Chapter 2 Random Variables (4) |
| 第 7 週 | Chapter 6 The Law of Large Numbers (1) |
| 第 8 週 | Chapter 6 The Law of Large Numbers (2) |
| 第 9 週 | Chapter 6 The Law of Large Numbers (3) |
| 第 10 週 | Chapter 6 The Law of Large Numbers (4) |
| 第 11 週 | Chapter 7 The Central Limit Theorem (1) |
| 第 12 週 | Chapter 7 The Central Limit Theorem (2) |
| 第 13 週 | Chapter 7 The Central Limit Theorem (3) |
| 第 14 週 | Chapter 7 The Central Limit Theorem (4) |
| 第 15 週 | Chapter 7 The Central Limit Theorem (5) |
| 第 16 週 | Chapter 7 The Central Limit Theorem (6) |
Textbook: Allan Gut (2013). "Probability: A Graduate Course", Second Ed. Springer Science+Business Media, New York. Reference: Galen Shorack (2017). "Probability for Statisticians", Second Ed. Springer International Publishing.
- 地點
- A416
- 時間
- Every Thursday from 10:10 a.m. to 12:00 p.m.
- 聯絡方式
- crchen@nycu.edu.tw (03)571-2121 Ext. 31794 or (03)573-1794