Universität Wien

040770 UK Probabiltiy Theory 1 (MA) (2025W)

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

VORBESPRECHUNG am DO, 03.10.2024, 9:00, Ort: Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
Moodle
Mo 10.11. 08:00-11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock

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 (iCal) - next class is marked with N

  • Thursday 02.10. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 06.10. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 09.10. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 13.10. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 16.10. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 20.10. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 23.10. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 27.10. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 30.10. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 03.11. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 06.11. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 13.11. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 17.11. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 20.11. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 24.11. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 27.11. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 01.12. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 04.12. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 11.12. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 15.12. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 18.12. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 08.01. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 12.01. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 15.01. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 19.01. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 22.01. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 26.01. 08:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 29.01. 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: Tu 02.09.2025 13:45