250318 VO Selected topics in probability theory (2008S)
Labels
Details
Language: German
Lecturers
Classes (iCal) - next class is marked with N
- Friday 07.03. 08:30 - 10:00 Seminarraum
- Friday 14.03. 08:30 - 10:00 Seminarraum
- Friday 04.04. 08:30 - 10:00 Seminarraum
- Friday 11.04. 08:30 - 10:00 Seminarraum
- Friday 18.04. 08:30 - 10:00 Seminarraum
- Friday 25.04. 08:30 - 10:00 Seminarraum
- Friday 02.05. 08:30 - 10:00 Seminarraum
- Friday 09.05. 08:30 - 10:00 Seminarraum
- Friday 16.05. 08:30 - 10:00 Seminarraum
- Friday 23.05. 08:30 - 10:00 Seminarraum
- Friday 30.05. 08:30 - 10:00 Seminarraum
- Friday 06.06. 08:30 - 10:00 Seminarraum
- Friday 13.06. 08:30 - 10:00 Seminarraum
- Friday 20.06. 08:30 - 10:00 Seminarraum
- Friday 27.06. 08:30 - 10:00 Seminarraum
Information
Aims, contents and method of the course
This course is devoted to questions of distributional convergence. If we interpret the partial sums of a sequence of random variables (independent, identically distributed, and bounded, say) as the positions of a random walk, the central limit theorem describes the asymptotic distribution of the latter. Significantly more information is given by "functional" limit theorems which provide corresponding statements about the whole process. A more detailed preview will be given in the first lecture.
Assessment and permitted materials
Minimum requirements and assessment criteria
understanding
Examination topics
lectures
Reading list
"Convergence of Probability Measures"
von P. Billingsley (2nd ed., Wiley 1999).
Weitere Literaturhinweise in der VO.
von P. Billingsley (2nd ed., Wiley 1999).
Weitere Literaturhinweise in der VO.
Association in the course directory
Last modified: Mo 07.09.2020 15:40