Universität Wien

250189 VO Advanced probability theory (2022S)

7.00 ECTS (4.00 SWS), SPL 25 - Mathematik
Moodle

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Details

Language: English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 01.03. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 07.03. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 08.03. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 14.03. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 15.03. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 21.03. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 22.03. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 28.03. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 29.03. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 04.04. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 05.04. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 25.04. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 26.04. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 02.05. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 03.05. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 09.05. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 10.05. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 16.05. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 17.05. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 23.05. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 24.05. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 30.05. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 31.05. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 13.06. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 14.06. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 15.06. 15:00 - 16:30 Seminarraum 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 20.06. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 21.06. 13:15 - 14:45 Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 27.06. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 28.06. 13:15 - 14:45 Hörsaal 17 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 martingales and Brownian motion).

Assessment and permitted materials

oral exam

Minimum requirements and assessment criteria

understanding and ability to explain the theory

Examination topics

contents of the lecture course

Reading list

will be announced during the lectures

Association in the course directory

MSTW

Last modified: Tu 03.01.2023 14:49