250140 VO Advanced probability theory (2015S)
Labels
The lectures will be in English.
Details
Language: German
Examination dates
Thursday
16.07.2015
Thursday
23.07.2015
Tuesday
25.08.2015
Monday
12.10.2015
Friday
20.11.2015
Friday
27.11.2015
Thursday
14.01.2016
Wednesday
20.01.2016
Monday
08.02.2016
Thursday
14.04.2016
Wednesday
27.04.2016
Wednesday
05.10.2016
Monday
20.02.2017
Wednesday
14.06.2017
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
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).