Program Overview

Course Overview

The course MA8704, Probability Theory and Asymptotic Techniques, is offered at the doctoral degree level. It provides a broad introduction to classical probability theory and asymptotic techniques towards applications in statistics.

Course Details

• Credits: 7.5
• Level: Doctoral degree level
• Course Start: Spring 2026
• Duration: 1 semester
• Language of Instruction: English
• Location: Trondheim
• Examination Arrangement: Oral examination

About the Course

Course Content

The course gives a broad introduction to classical probability theory and asymptotic techniques towards applications in statistics. Together with course MA8701 General statistical methods, it provides a theoretical basis for PhD students in statistics. The contents include:

• Basic probability theory
• Convergence of sequences of random variables
• Characteristic functions
• Classical limit theorems
• Asymptotic properties of statistical methods

Learning Outcome

1. Knowledge: The course provides a broad introduction to classical probability theory and asymptotic techniques towards applications in statistics.
2. Skills: Students should learn and be able to use the basic methods of probability theory and asymptotic analysis.
3. Competence: Students should be able to participate in scientific discussions and conduct research in probability and asymptotic analysis at a high international level.

Learning Methods and Activities

• Lectures
• Guided self-study (if there are few PhD students)

Recommended Previous Knowledge

• Good statistical background, such as TMA4295 Statistical inference or equivalent.

Course Materials

Will be announced at the start of the course.

Subject Areas

• Statistics

Examination

• Examination Arrangement: Oral examination
• Grade: Passed / Not Passed
• Ordinary Examination - Spring 2026: Oral examination, weighting 100/100, examination aids Code E, date and time to be announced.