Universität Wien
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250001 VO Advanced probability theory (2011S)

7.00 ECTS (4.00 SWS), SPL 25 - Mathematik

Details

Language: German

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Thursday 03.03. 11:00 - 13:00 Seminarraum
  • Monday 07.03. 11:00 - 13:00 Seminarraum
  • Thursday 10.03. 11:00 - 13:00 Seminarraum
  • Thursday 17.03. 11:00 - 13:00 Seminarraum
  • Monday 21.03. 11:00 - 13:00 Seminarraum
  • Thursday 24.03. 11:00 - 13:00 Seminarraum
  • Monday 28.03. 11:00 - 13:00 Seminarraum
  • Thursday 31.03. 11:00 - 13:00 Seminarraum
  • Monday 04.04. 11:00 - 13:00 Seminarraum
  • Thursday 07.04. 11:00 - 13:00 Seminarraum
  • Monday 11.04. 11:00 - 13:00 Seminarraum
  • Thursday 14.04. 11:00 - 13:00 Seminarraum
  • Monday 02.05. 11:00 - 13:00 Seminarraum
  • Thursday 05.05. 11:00 - 13:00 Seminarraum
  • Monday 09.05. 11:00 - 13:00 Seminarraum
  • Thursday 12.05. 11:00 - 13:00 Seminarraum
  • Monday 16.05. 11:00 - 13:00 Seminarraum
  • Thursday 19.05. 11:00 - 13:00 Seminarraum
  • Monday 23.05. 11:00 - 13:00 Seminarraum
  • Thursday 26.05. 11:00 - 13:00 Seminarraum
  • Monday 30.05. 11:00 - 13:00 Seminarraum
  • Monday 06.06. 11:00 - 13:00 Seminarraum
  • Thursday 09.06. 11:00 - 13:00 Seminarraum
  • Thursday 16.06. 11:00 - 13:00 Seminarraum
  • Monday 20.06. 11:00 - 13:00 Seminarraum
  • Monday 27.06. 11:00 - 13:00 Seminarraum
  • Thursday 30.06. 11:00 - 13:00 Seminarraum

Information

Aims, contents and method of the course

Main topics are:
- stochastic independence
- conditional expectation
- construction of stochastic processes and of sequences of random variables
- asymptotiv behaviour of sequences of random variables (strong law of large numbers, ergodic theorem)
- construction and properties of Brownian motion

Assessment and permitted materials

Oral exam

Minimum requirements and assessment criteria

Understanding of the contents of the course

Examination topics

Lecture

Reading list

Wird in der Vorlesung bekanntgegeben

Association in the course directory

MSTW

Last modified: Mo 07.09.2020 15:40