Universität Wien

040770 UK Probabiltiy Theory 1 (MA) (2023W)

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

VORBESPRECHUNG am Montag, den 2.10. um 8:00 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).

Details

max. 30 participants
Language: German, English

Lecturers

Classes

Vorbesprechung: MO 02.10.2023 08.00-09.30 Ort: Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock;
DO wtl von 05.10.2023 bis 25.01.2024 09.00-10:30 Ort: Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock; MO wtl von 09.10.2023 bis 29.01.2024 09.00-10:30 Ort: 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: Tu 12.09.2023 17:27