Universität Wien

250449 VO Selected topics in Probability theory (2006W)

Selected topics in Probability theory

4.00 ECTS (2.00 SWS), SPL 25 - Mathematik

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.

Association in the course directory

Last modified: Mo 07.09.2020 15:40