MATH 450Probability Theory

Bilkent Matematik dersi.

  • kredi3· 5 ECTS
  • haftalık3 saat3 ders
  • 2026-2027 Güz1 şube· 14 boş yer

2026-2027 Güz şubeleri26/40 dolu · %65

  • 1Gökhan Yıldırımbu derste geçmiş notu yokPSÇPC
    • Pzt 15:30–17:20SA-Z20
    • Per 10:30–11:20SA-Z20
    • Per 11:30–12:20SA-Z20 · yedek
    14 boş · 26/40

Saat ızgarası Pazartesi–Cuma, 08:30'dan itibaren; mavi lab, mor online, gri yedek (spare) saat. Kontenjan STARS offerings'ten her gün alınır; kesin bilgi SRS'te.

Ön koşullar ve açtığı derslerkatalog: MATH 213 ve (MATH 230 veya MATH 250 veya MATH 255)

ön koşul yolu
  1. MATH 101
  2. MATH 102
  3. MATH 213
  4. MATH 450

Ön koşullar STARS kataloğundaki ifadeden okunur; eş koşul, izin ve not şartları dahil değil. Kartın altındaki not o dersin başka neye ihtiyaç duyduğunu söyler.

Hocalara göre– · 1 hoca

  • Gökhan Yıldırımbu dönemilk kez—

Hocanın tek başına verdiği şubelerin öğrenci sayısıyla ağırlıklı STARS şube ortalaması. Soluk satırlar 20 öğrenciden az notlu veriye dayanır.

Değerlendirme ve FZ2026-2027 Güz syllabus'ı · koordinatör Gökhan Yıldırım

  • %40
  • %50
  • %10×4
FZ ŞARTI

A student must earn at least 20 out of 100 on the midterm examination to be eligible to take the final examination. A student who earns less than 20 will receive an FZ grade.

syllabus'taki metin, olduğu gibi

ECTS iş yükü: dönem başına 155 saat.

MATH 450 not hesaplayıcısı hazır

Midterm %40 · Final %50 · Homework (4 adet) %10

Notunu hesapla

Ders içeriği

Sample spaces, sigma algebras, probability measures, measurable sets and functions, random variables, independence, Borel-Cantelli Lemmas, expectation, Monotone convergence theorem, Fatou's lemma, dominated convergence theorem, modes of convergence, weak and strong law of large numbers, moment-generating and characteristic functions, Central Limit Theorem (CLT), Lindeberg-Feller CLT, conditional expectations, Martingales and Martingale Convergence Theorem.

Haftalık konular 14 hafta
  1. Introduction to Probability and Sigma Algebras - Basic probability concepts, sample spaces, events, sigma algebras. - Construction of sigma algebras, Borel sigma algebras, generating sigma algebras.
  2. Probability Measures - Definition and properties of probability measures, examples of discrete and continuous measures. - Extension of measures, Carathéodory's Extension Theorem, measurable sets and functions.
  3. Random Variables and Distributions - Random variables as measurable functions, distribution functions.
  4. Independence - Independence of events and random variables. - Product sigma algebras, independent sigma algebras, Borel-Cantelli Lemmas.
  5. Integration with Respect to a Measure - Lebesgue integration, expectations as integrals, properties of expectations. - Monotone convergence theorem, Fatou's lemma, dominated convergence theorem.
  6. Modes of Convergence I - Convergence in probability and almost sure convergence. - Convergence in distribution, relationships between modes of convergence.
  7. Modes of Convergence II - Convergence in \(L^p\), weak law of large numbers (WLLN). - Strong law of large numbers (SLLN), applications of LLNs.
  8. Midterm and Review
  9. Modes of Convergence III - Detailed proofs and examples of convergence in distribution and almost sure convergence. - Applications of different modes of convergence in probability theory.
  10. Characteristic Functions - Introduction to characteristic functions, properties. - Applications of characteristic functions, inversion theorem.
  11. Central Limit Theorem - Central Limit Theorem (CLT), Lindeberg-Feller CLT. - Proofs and derivations for the CLT.
  12. Conditional Probability and Expectation I - The Radon-Nikodym Theorem. - Conditional expectation, properties, and examples.
  13. Conditional Probability and Expectation II - Conditional expectation and independence
  14. Introduction to Martingales - Introduction to martingales, examples of martingales. - Martingale convergence theorem, applications.
Ders kitabı 2
  • Recommended - Textbook: A Probability Path, Sidney Resnick, Modern Birkhauser Classics
  • Recommended - Textbook: Probability for Statistics and Machine Learning: Fundamentals and Advanced Topics, A. DasGupta, Springer

Müfredatlarda2 program

Sık sorulanlar

MATH 450 dersinin ön koşulu nedir?

MATH 450 için STARS kataloğundaki ön koşul: MATH 213 ve (MATH 230 veya MATH 250 veya MATH 255).

MATH 450 kaç kredi, kaç ECTS?

MATH 450 3 Bilkent kredisi ve 5 ECTS. Haftalık 3 saat yüz yüze ders.

MATH 450 FZ şartı nedir?

2026-2027 Güz syllabus'ına göre: A student must earn at least 20 out of 100 on the midterm examination to be eligible to take the final examination. A student who earns less than 20 will receive an FZ grade.

Veri STARS'ın herkese açık sayfalarından (offerings, katalog, ders geçmişi, syllabus) otomatik alınır. Şube, hoca ve kontenjan değişebilir; kesin bilgi için SRS'yi kontrol et.