250449 VO Selected topics in Probability theory (2006W)
Selected topics in Probability theory
Labels
Erstmals am Dienstag, 3. Oktober 2006
Details
Language: German
Lecturers
Classes (iCal) - next class is marked with N
Tuesday
03.10.
15:15 - 16:45
Seminarraum
Tuesday
10.10.
15:15 - 16:45
Seminarraum
Tuesday
17.10.
15:15 - 16:45
Seminarraum
Tuesday
24.10.
15:15 - 16:45
Seminarraum
Tuesday
31.10.
15:15 - 16:45
Seminarraum
Tuesday
07.11.
15:15 - 16:45
Seminarraum
Tuesday
14.11.
15:15 - 16:45
Seminarraum
Tuesday
21.11.
15:15 - 16:45
Seminarraum
Tuesday
28.11.
15:15 - 16:45
Seminarraum
Tuesday
05.12.
15:15 - 16:45
Seminarraum
Tuesday
12.12.
15:15 - 16:45
Seminarraum
Tuesday
09.01.
15:15 - 16:45
Seminarraum
Tuesday
16.01.
15:15 - 16:45
Seminarraum
Tuesday
23.01.
15:15 - 16:45
Seminarraum
Tuesday
30.01.
15:15 - 16:45
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 detailled preview will be given in the first lecture.
Assessment and permitted materials
Minimum requirements and assessment criteria
Examination topics
Reading list
Ein Klassiker ist "Convergence of Probability Measures"
von P. Billingsley (2nd ed., Wiley 1999). Ausführlichere
Literaturhinweise in der VO.
von P. Billingsley (2nd ed., Wiley 1999). Ausführlichere
Literaturhinweise in der VO.
Association in the course directory
Last modified: Mo 07.09.2020 15:40