040770 UK Probabiltiy Theory 1 (MA) (2022W)

6.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften

Continuous assessment of course work

ON-SITE

VORBESPRECHUNG am Montag, den 3.10. um 9:00 Uhr im SR 14, 2. Stock, OMP

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).

Registration is open from Mo 12.09.2022 09:00 to Fr 23.09.2022 12:00
Deregistration possible until Sa 15.10.2022 23:59

Details

max. 30 participants

Language: German, English

Lecturers

Classes (iCal) - next class is marked with N

    
    Monday
    03.10.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    06.10.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    10.10.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    13.10.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    17.10.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    20.10.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    24.10.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    27.10.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    31.10.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    03.11.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    07.11.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    10.11.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    14.11.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    17.11.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    21.11.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    24.11.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    28.11.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    01.12.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    05.12.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Monday
    12.12.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    15.12.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    09.01.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    12.01.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    16.01.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    19.01.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    23.01.
    08:00 - 11:15
    Seminarraum 14  Oskar-Morgenstern-Platz 1  2.Stock
    
    Thursday
    26.01.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    30.01.
    08:00 - 11:15
    Seminarraum 14  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: Mo 17.10.2022 11:49