Universität Wien

250140 VO Advanced probability theory (2015S)

7.00 ECTS (4.00 SWS), SPL 25 - Mathematik

The lectures will be in English.

Details

Language: German

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Wednesday 04.03. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 06.03. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 11.03. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 13.03. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 18.03. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 20.03. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 25.03. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 27.03. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 15.04. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 17.04. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 22.04. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 24.04. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 29.04. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 06.05. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 08.05. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 13.05. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 15.05. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 20.05. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 22.05. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 27.05. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 29.05. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 03.06. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 05.06. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 10.06. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 12.06. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 17.06. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 19.06. 11:30 - 13:00 Seminarraum 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 24.06. 13:00 - 14:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 26.06. 11:30 - 13:00 Seminarraum 10 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