Universität Wien
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250078 VO Advanced probability theory (2013S)

7.00 ECTS (4.00 SWS), SPL 25 - Mathematik

Details

Language: German

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Monday 04.03. 13:15 - 15:00 Seminarraum
  • Thursday 07.03. 11:15 - 13:00 Seminarraum
  • Thursday 14.03. 11:15 - 13:00 Seminarraum
  • Monday 18.03. 13:15 - 15:00 Seminarraum
  • Thursday 21.03. 11:15 - 13:00 Seminarraum
  • Monday 08.04. 13:15 - 15:00 Seminarraum
  • Thursday 11.04. 11:15 - 13:00 Seminarraum
  • Monday 15.04. 13:15 - 15:00 Seminarraum
  • Thursday 18.04. 11:15 - 13:00 Seminarraum
  • Monday 22.04. 13:15 - 15:00 Seminarraum
  • Thursday 25.04. 11:15 - 13:00 Seminarraum
  • Monday 29.04. 13:15 - 15:00 Seminarraum
  • Thursday 02.05. 11:15 - 13:00 Seminarraum
  • Monday 06.05. 13:15 - 15:00 Seminarraum
  • Monday 13.05. 13:15 - 15:00 Seminarraum
  • Thursday 16.05. 11:15 - 13:00 Seminarraum
  • Thursday 23.05. 11:15 - 13:00 Seminarraum
  • Monday 27.05. 13:15 - 15:00 Seminarraum
  • Monday 03.06. 13:15 - 15:00 Seminarraum
  • Thursday 06.06. 11:15 - 13:00 Seminarraum
  • Monday 10.06. 13:15 - 15:00 Seminarraum
  • Thursday 13.06. 11:15 - 13:00 Seminarraum
  • Monday 17.06. 13:15 - 15:00 Seminarraum
  • Thursday 20.06. 11:15 - 13:00 Seminarraum
  • Monday 24.06. 13:15 - 15:00 Seminarraum
  • Thursday 27.06. 11:15 - 13:00 Seminarraum

Information

Aims, contents and method of the course

Many basic notions and results of probability can only be rigorously
formalised and analysed once measure theory is available. The lectures
offer an introduction to this "advanced" theory. We shall discuss the
existence of suitable models, and the most important limit theorems for
sequences of random variables, like the law of large numbers (and, more
generally, the ergodic theorem), the central limit theorem and extensions
(e.g. to function spaces), and study some important types of stochastic
processes (including Brownian motion).

Assessment and permitted materials

oral exam

Minimum requirements and assessment criteria

understanding the theory

Examination topics

lectures

Reading list

will be announced during the lectures

Association in the course directory

MSTW

Last modified: Mo 07.09.2020 15:40