250113 VO Advanced probability theory (2017S)
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Details
Language: English
Examination dates
Friday
14.07.2017
Tuesday
18.07.2017
Monday
04.09.2017
Friday
06.10.2017
Thursday
22.03.2018
Tuesday
12.06.2018
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
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
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).