250189 VO Advanced probability theory (2022S)
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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
Lecturers
Classes (iCal) - next class is marked with N
Tuesday
01.03.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
07.03.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
08.03.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
14.03.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
15.03.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
21.03.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
22.03.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
28.03.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
29.03.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
04.04.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
05.04.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
25.04.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
26.04.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
02.05.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
03.05.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
09.05.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
10.05.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
16.05.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
17.05.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
23.05.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
24.05.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
30.05.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
31.05.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
13.06.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
14.06.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday
15.06.
15:00 - 16:30
Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
Monday
20.06.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
21.06.
13:15 - 14:45
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Monday
27.06.
11:30 - 13:00
Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Tuesday
28.06.
13:15 - 14:45
Hörsaal 17 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 and ability to explain the theory
Examination topics
contents of the lecture course
Reading list
will be announced during the lectures
Association in the course directory
MSTW
Last modified: Tu 03.01.2023 14:49
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 martingales and Brownian motion).