Probability Theory 2
This is the webpage that I will regularly update with information about the spring 2026 MATS262 Probability Theory 2 course at JYU.
Problem Sheets:
Other information:
General / administrative information about the course is available here. You can also find course information in sisu, but I will not often update sisu.
The course will be based on parts of the book ‘H. Geiss and S. Geiss, Measure, Probability, and Functional Analysis, Springer, 2025.’ I have emailed you a pdf of the book, but if you have not received this then please email me and ask me for it. We will start the lectures from Section 8.6, and a rough list of topics (these may change somewhat) which I intend to cover is available here.
A list of some terminology, results, and concepts from Probability Theory 1 which you should be familiar with is available here.
A standalone proof of the central limit theorem (based on the proof in the Geiss-Geiss book) is available here.
The exam is now 3 hours (10:00-13:00, Monday 18 May), in the usual lecture room MaD381. Please email me with any questions you may have during revision before the exam. Good luck!