Universität Wien

250189 VO Advanced probability theory (2020S)

7.00 ECTS (4.00 SWS), SPL 25 - Mathematik

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Details

Language: English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 03.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 06.03. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 10.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 13.03. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 17.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 20.03. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 24.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 27.03. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 31.03. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 03.04. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 21.04. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 24.04. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 28.04. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 05.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 08.05. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 12.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 15.05. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 19.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 22.05. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 26.05. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 29.05. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 05.06. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 09.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 12.06. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 16.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 19.06. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 23.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 26.06. 11:30 - 13:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 30.06. 09:45 - 11:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

The main topics will cover:
- random variables, expectation, independence
- Borel-Cantelli lemmas, Kolmogorov zero-one law
- introduction to percolation
- law of large numbers
- weak convergence, central limit theorem
- martingales

Assessment and permitted materials

Oral exam (contact the lecturer directly)

Minimum requirements and assessment criteria

Exercises on the blackboard related to the main thrust of the course

Examination topics

All of the above, excluding percolation

Reading list

Association in the course directory

MSTW

Last modified: Su 10.01.2021 17:34