Universität Wien

040972 UK Probabiltiy Theory 2 (MA) (2023S)

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

Lecturers

Classes (iCal) - next class is marked with N

Midtermtest: 11.5.23, 9 - 9.45, SR 16

Endtermtest: 29.6.23, 9 - 10.30, SR 16

  • Thursday 02.03. 09:00 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Monday 06.03. 09:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 09.03. 08:00 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Thursday 16.03. 08:00 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Monday 20.03. 09:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 23.03. 08:00 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Monday 27.03. 09:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 30.03. 08:00 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Monday 17.04. 09:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 20.04. 08:00 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Monday 24.04. 09:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 27.04. 08:00 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Thursday 04.05. 08:00 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Monday 08.05. 09:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 11.05. 09:00 - 09:45 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Monday 15.05. 09:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 22.05. 09:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 25.05. 08:00 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Thursday 01.06. 08:00 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Monday 05.06. 09:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 12.06. 09:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 15.06. 08:00 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Monday 19.06. 09:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 22.06. 08:00 - 11:15 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Monday 26.06. 09:00 - 11:15 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 29.06. 09:00 - 10:30 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock

Information

Aims, contents and method of the course

Aims: Familiarity with the basic concepts of measure-theoretic probability theory

Contents: Product measure, Fubini's theorem, multivariate random variables, stochastic concepts of convergence, monotonic convergence theorem, dominated convergence theorem, uniform integrability, laws of large numbers, weak convergence, Helly's choice theorem, characteristic functions, continuity theorem, inversion and uniqueness theorem , central limit theorem, signed measures, Radon-Nikodym theorem, conditional expectations

Method: VO + UE

Assessment and permitted materials

Midterm + endterm + homework

No aids are allowed in the tests.

Minimum requirements and assessment criteria

Minimum requirements: more than 50% of the exercise examples ticked and a maximum of 3x unexcused absences.

Overall grade: If the minimum requirements are met, the overall grade is calculated as the weighted average of homework (20%), midterm (30%), endterm (50%). In each of the three parts (homework, midterm, endterm) a maximum of 100% can be achieved.

The SPL decides individually together with the course management about admission if you prefer to leave the Bachelor's degree.

Examination topics

Overall content of the course

Reading list

P. Billinglsey, Probability and Measure

Association in the course directory

Last modified: Th 30.03.2023 11:07