Universität Wien
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260015 VU Probability and Statistics for Physicists (2025S)

7.00 ECTS (5.00 SWS), SPL 26 - Physik
Continuous assessment of course work

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 25 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Thursday 06.03. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 11.03. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Thursday 13.03. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 18.03. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Thursday 20.03. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 25.03. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Thursday 27.03. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 01.04. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Thursday 03.04. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 08.04. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Thursday 10.04. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 29.04. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 06.05. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Thursday 08.05. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 13.05. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Thursday 15.05. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 20.05. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Thursday 22.05. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 27.05. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 03.06. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Thursday 05.06. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 10.06. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02
  • Thursday 12.06. 09:45 - 12:15 Seminarraum 18 Kolingasse 14-16, OG02
  • Tuesday 17.06. 11:30 - 13:00 Seminarraum 18 Kolingasse 14-16, OG02

Information

Aims, contents and method of the course

This is a course aimed at undergraduate students in Physics and related natural sciences, with the goal of familiarizing them with the principles, concepts and tools of the modern Theory of Probabilities and Statistics. The latter are omnipresent in any discipline involved in quantitative analysis, ranging from Psychology and Sociology to Economics and Medicine. Our emphasis will naturally be on Physics but we will also borrow from Chemistry and Engineering. The syllabus of the course reads as follows:

1. The meaning of probability (various approaches, incl. subjective probabilities)
2. Kolmogorov’s axiomatic formulation of probability
3. Conditional probability and independent events
4. Repeated trials (Bernoulli, generalized Bernoulli, Bayes’ Theorem in Statistics)
5. The concept of a random variable (distributions and densities)
6. Functions of a random variable (transformation of densities)
7. Special distributions (Binomial, Normal, Poisson, Gamma, Weibull etc.)
8. Central Limit Theorems (Normal and Levy distributions)
9. Many random variables and multivariate distributions
10. Stochastic processes (stationarity, spectra, differentiability)
11. Brownian movement and Markoff Processes

Methods:
Weekly lectures with active participation of the students. Additional (graded and ungraded) homework sets will be assigned. In the end of the course, a take-home exam will be administered, please see section "Assessment" below.

Assessment and permitted materials

The assessment will be done based on two graded homework sets (50%) and a final take-home exam (50%). The graded homework will be assigned at about one- and two-thirds of the semester. Participating in the remaining sessions of ungraded homework sets (which will be distributed ever week or second week) greatly helps you pass the exam. The rules for the take-home exam are those of good scientific practice and read as follows:

1. You can use any books you wish and you can discuss with your peers.
2. You should not split the problems to be solved but rather work on each problem yourself and then exchange ideas and/or questions if you so wish.
3. You should acknowledge in writing all external sources you used and all discussions you have had with your peers, naming them.

Minimum requirements and assessment criteria

Minimum requirement: Active participation in the regular lecture meetings submission of the graded homework and completion of the final, take-home exam.

Mark key:
100 - 89 points: mark 1
88 - 76 points: mark 2
75 - 63 points: mark 3
62 - 50 points: mark 4
0 - 49 points: fail

Examination topics

All the material covered in the course.

Reading list

Vijay K. Rohatgi and A. K. Md. Ehsanes Saleh, An Introduction to Probability and Statistics, Third Edition, Wiley (2015).

Athanassios Papoulis, Probability, Random Variables, and Stochastic Processes, McGraw Hill (1981).

Wolfgang Paul and Jörg Baschnagel, Stochastic Processes From Physics to Finance, Springer (1999).

Association in the course directory

ERGB

Last modified: Tu 28.01.2025 13:26