Universität Wien
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260015 VU Probability and Statistics for Physicists (2025S)

7.00 ECTS (5.00 SWS), SPL 26 - Physik
Prüfungsimmanente Lehrveranstaltung
Di 04.03. 11:30-13:00 Seminarraum 18 Kolingasse 14-16, OG02

An/Abmeldung

Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").

Details

max. 25 Teilnehmer*innen
Sprache: Englisch

Lehrende

Termine (iCal) - nächster Termin ist mit N markiert

  • Donnerstag 06.03. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 11.03. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Donnerstag 13.03. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 18.03. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Donnerstag 20.03. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 25.03. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Donnerstag 27.03. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 01.04. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Donnerstag 03.04. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 08.04. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Donnerstag 10.04. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 29.04. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 06.05. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Donnerstag 08.05. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 13.05. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Donnerstag 15.05. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 20.05. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Donnerstag 22.05. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 27.05. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 03.06. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Donnerstag 05.06. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 10.06. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Donnerstag 12.06. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Dienstag 17.06. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02

Information

Ziele, Inhalte und Methode der Lehrveranstaltung

This is a course aimed at undergraduate students in Physics and related natural sciences, with the goal of familiarizing them with the principles, concepts and tools of the modern Theory of Probabilities and Statistics. The latter are omnipresent in any discipline involved in quantitative analysis, ranging from Psychology and Sociology to Economics and Medicine. Our emphasis will naturally be on Physics but we will also borrow from Chemistry and Engineering. The syllabus of the course reads as follows:

1. The meaning of probability (various approaches, incl. subjective probabilities)
2. Kolmogorov’s axiomatic formulation of probability
3. Conditional probability and independent events
4. Repeated trials (Bernoulli, generalized Bernoulli, Bayes’ Theorem in Statistics)
5. The concept of a random variable (distributions and densities)
6. Functions of a random variable (transformation of densities)
7. Special distributions (Binomial, Normal, Poisson, Gamma, Weibull etc.)
8. Central Limit Theorems (Normal and Levy distributions)
9. Many random variables and multivariate distributions
10. Stochastic processes (stationarity, spectra, differentiability)
11. Brownian movement and Markoff Processes

Methods:
Weekly lectures with active participation of the students. Additional (graded and ungraded) homework sets will be assigned. In the end of the course, a take-home exam will be administered, please see section "Assessment" below.

Art der Leistungskontrolle und erlaubte Hilfsmittel

The assessment will be done based on two graded homework sets (50%) and a final take-home exam (50%). The graded homework will be assigned at about one- and two-thirds of the semester. Participating in the remaining sessions of ungraded homework sets (which will be distributed ever week or second week) greatly helps you pass the exam. The rules for the take-home exam are those of good scientific practice and read as follows:

1. You can use any books you wish and you can discuss with your peers.
2. You should not split the problems to be solved but rather work on each problem yourself and then exchange ideas and/or questions if you so wish.
3. You should acknowledge in writing all external sources you used and all discussions you have had with your peers, naming them.

Mindestanforderungen und Beurteilungsmaßstab

Minimum requirement: Active participation in the regular lecture meetings submission of the graded homework and completion of the final, take-home exam.

Mark key:
100 - 89 points: mark 1
88 - 76 points: mark 2
75 - 63 points: mark 3
62 - 50 points: mark 4
0 - 49 points: fail

Prüfungsstoff

All the material covered in the course.

Literatur

Vijay K. Rohatgi and A. K. Md. Ehsanes Saleh, An Introduction to Probability and Statistics, Third Edition, Wiley (2015).

Athanassios Papoulis, Probability, Random Variables, and Stochastic Processes, McGraw Hill (1981).

Wolfgang Paul and Jörg Baschnagel, Stochastic Processes From Physics to Finance, Springer (1999).

Zuordnung im Vorlesungsverzeichnis

ERGB

Letzte Änderung: Di 28.01.2025 13:26