Universität Wien
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250113 VO Advanced probability theory (2018S)

7.00 ECTS (4.00 SWS), SPL 25 - Mathematik

Details

Language: English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Friday 02.03. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 06.03. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 09.03. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 13.03. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 16.03. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 20.03. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 23.03. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 10.04. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 13.04. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 17.04. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 20.04. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 24.04. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 27.04. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 04.05. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 08.05. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 11.05. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 15.05. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 18.05. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 24.05. 13:15 - 18:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 25.05. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 29.05. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 01.06. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 01.06. 13:15 - 18:15 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Tuesday 05.06. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 08.06. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 12.06. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 15.06. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 19.06. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 22.06. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 26.06. 12:15 - 13:45 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 29.06. 10:30 - 12:00 Seminarraum 8 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

[This course requires measure theory.]
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: We 11.08.2021 00:23