This course concerns multi-dimensional stochastic variables and some of the most common methods that exist to describe characteristics of these. Specially studied is the multi-dimensional normal distribution. The course contents also an introdution to the concept and methods which are used to describe convergence for the results of random variables.
The goals of the course are to give the student a basic understanding of the more common results in probability theory. Theoretical evalutions are completed with examples. The course contents a theoretical base for many statistical courses and for more advanced courses in probability theory.