250189 VO Advanced probability theory (2021S)
Labels
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
Language: English
Examination dates
Thursday
06.05.2021
Thursday
01.07.2021
Monday
05.07.2021
Tuesday
13.07.2021
Wednesday
14.07.2021
Friday
16.07.2021
Tuesday
20.07.2021
Monday
16.08.2021
Tuesday
07.09.2021
Tuesday
12.10.2021
Thursday
04.11.2021
Monday
15.11.2021
Tuesday
04.01.2022
Friday
28.01.2022
Tuesday
15.03.2022
Thursday
07.04.2022
Monday
11.07.2022
Lecturers
Classes (iCal) - next class is marked with N
Thursday
04.03.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday
11.03.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday
18.03.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday
25.03.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday
15.04.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday
22.04.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday
29.04.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday
06.05.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday
20.05.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday
27.05.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday
10.06.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday
17.06.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday
24.06.
08:00 - 11:15
Digital
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Information
Aims, contents and method of the course
Assessment and permitted materials
Oral exam (contact the lecturer directly)
Minimum requirements and assessment criteria
The course is in English.
No specific background is assumed.
Intuition coming from basic Probability Theory and Mathematical Analysis would be helpful.
No specific background is assumed.
Intuition coming from basic Probability Theory and Mathematical Analysis would be helpful.
Examination topics
All of the above, excluding percolation
Reading list
Billingsley "Probability and Measure"
https://www.colorado.edu/amath/sites/default/files/attached-files/billingsley.pdf
https://www.colorado.edu/amath/sites/default/files/attached-files/billingsley.pdf
Association in the course directory
MSTW
Last modified: Fr 12.05.2023 00:21
- random variables, expectation, independence
- Borel-Cantelli lemmas, Kolmogorov zero-one law
- law of large numbers
- weak convergence
- central limit theorem
- martingalesAn additional chapter of the course (not required for the exam) is an introduction to the percolation theory (https://en.wikipedia.org/wiki/Percolation_theory):
- classical theorems about the phase transition
- brief overview of recent progress (two Fields Medals, multiple breakthroughs)
- open questions
The aim of this chapter is to give a beautiful example of a probability space and to familiarize the audience with this exciting area of Mathematics.