Universität Wien
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040770 UK Probabiltiy Theory 1 (2021W)

6.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
ON-SITE
Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 30 participants
Language: German

Lecturers

Classes (iCal) - next class is marked with N

UPDATE 23.11.2021:
The course will be held on-site.

Exercises: Friday, 15:45 - 16:30 HS12
Midterm: November, 19th, 15:00 - 15:45 HS12
Endterm: January, 28th, 15:00 - 16:30 HS 12

  • Thursday 07.10. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 08.10. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 14.10. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 15.10. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 21.10. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 22.10. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 28.10. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 29.10. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 04.11. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 05.11. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 11.11. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 12.11. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 18.11. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 19.11. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 25.11. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 26.11. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 02.12. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 03.12. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 09.12. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 10.12. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 16.12. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 17.12. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 07.01. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 13.01. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 14.01. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 20.01. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 21.01. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 27.01. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 28.01. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

Goal: Familiarity with basic concepts of measure theoretic probability theory
Content: Basic definitions; construction of measures; Lebesgue integral; inequalities (Jensen, Hoelder, etc.); monotone convergence theorem; zero/one laws
Method: VO + UE

Assessment and permitted materials

Midterm + Endterm + Homework
In-class exams are closed-book.

Minimum requirements and assessment criteria

Midterm: max. 100%
Endterm: max. 100%
Homework: max. 100%
Grade: max 100% = weighted average of Homework (20%), Midterm (30%), Endterm (50%)

Additional requirements for passing grade: preparing and checking off at least 51% of the homework problems and missing class no more than 3 times without excuse.

Admission of students in the Bachelor-Program is decided by the DGS and the professor teaching this class.

Examination topics

All content from class

Reading list

P. Billinglsey, Probability and Measure

Association in the course directory

Last modified: Tu 23.11.2021 14:27