Universität Wien

250113 VO Advanced probability theory (2017S)

7.00 ECTS (4.00 SWS), SPL 25 - Mathematik

Details

Language: English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

Course starts on 7 March (not 3 March) !

  • Friday 03.03. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 07.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 10.03. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 14.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 17.03. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 21.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 24.03. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 28.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 31.03. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 04.04. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 07.04. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 25.04. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 28.04. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 02.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 05.05. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 09.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 12.05. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 16.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 19.05. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 23.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 26.05. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 30.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 02.06. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 09.06. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 13.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 16.06. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 19.06. 11:30 - 13:00 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 20.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 23.06. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 26.06. 11:30 - 13:00 Studierzone
  • Tuesday 27.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 30.06. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

Many basic notions and results of probability can only be rigorously
formalised and analysed once measure theory is available. The lectures
offer an introduction to this "advanced" theory. We shall discuss the
existence of suitable models, and the most important limit theorems for
sequences of random variables, like the law of large numbers (and, more
generally, the ergodic theorem), the central limit theorem and extensions
(e.g. to function spaces), and study some important types of stochastic
processes (including Brownian motion).

Assessment and permitted materials

oral exam

Minimum requirements and assessment criteria

understanding the theory

Examination topics

lectures

Reading list

will be announced during the lectures

Association in the course directory

MSTW

Last modified: Mo 07.09.2020 15:40