2023-2024 / MATH7372-1



30h Th, 30h Pr

Number of credits

 Bachelor in mathematics6 crédits 


Céline Esser

Language(s) of instruction

French language

Organisation and examination

Teaching in the first semester, review in January


Schedule online

Units courses prerequisite and corequisite

Prerequisite or corequisite units are presented within each program

Learning unit contents

This course covers the following concepts in probability theory:

  • Probability spaces and conditional probability
  • Random variables
  • Mathematical expectation
  • Independence of sigma-algebras
  • Notions of convergence and limit theorems
  • Conditional expectations
We may also briefly touch upon the concept of martingales.

Learning outcomes of the learning unit

At the end of the course, the student will have a deep understanding of the fundamental concepts of probability theory. They will be capable of confidently presenting the theory taught in the course and applying it effectively in practical exercises. Additionally, they will be familiar with commonly used probability laws, enabling them to analyze and solve a variety of probability-related problems.

This strong foundation in probability theory will be a valuable skill, preparing the student to tackle fields such as statistics and stochastic analysis.

Prerequisite knowledge and skills

A solid understanding of the course MATH0081 in integral calculus is essential.

Planned learning activities and teaching methods

The course includes ex-cathedra lectures and exercise sessions.

Mode of delivery (face to face, distance learning, hybrid learning)

Face-to-face course

Recommended or required readings

The course notes are available on eCampus.

The slides used as well as the exercise lists will also be uploaded on eCampus

Exam(s) in session

Any session

- In-person

written exam ( open-ended questions ) AND oral exam

Additional information:

The examination will include an oral part and a written part.

The written exam will focus on solving exercises related to the topics covered in the lectures and exercises sessions.

The oral exam will cover the taught theory and its immediate applications.

Work placement(s)

Organisational remarks and main changes to the course

All course-related information is available on eCampus.


C. Esser (Celine.Esser@uliege.be)

Assistant: L. Remacle (L.Remacle@uliege.be)

Association of one or more MOOCs