Advanced Probability Theory

Monday 11:30-13:00, Seminarraum 10 (OMP 1)
Wednesday 11:30-13:00, Seminarraum 08 (OMP 1)

Proseminar (optional): Monday 13:15-14:00, Seminarraum 10 (OMP 1)

Summary: The lecture presents the most important results and concepts of the modern probability theory, using the measure-theoretic framework, in the context of infinite sequences of random variables, i.e. stochastic processes in discrete time. It gives an introduction to basic convergence results for such sequences: laws of large numbers, central limit theorem, large deviation for independent sequences; convergence of stochastic series; martingale convergence theorems; convergence of Markov chains. We discuss weak convergence of probability measures on function spaces and construct the Brownian motion by means of Donsker's theorem.

Literature:

Lecture notes:

Questions for the proseminar:




Seminar in Probability Theory

Wednesday 9:45-11:15, Seminarraum 08 (OMP 1)
First session: 2 Mar 2015

The topics of the seminar will be 'TBD'.
Detailed list of topics will be given on March 2

Literature:

Programm:




Übungen zu Wahrscheinlichkeitstheorie und Statistik

Wednesday 15:00-16:30, Hörsaal 2 (OMP 1)
Fängt am 9. Mars an

Weitere Informationen zu der Vorlesung und Übungsbetrieb: Seite der Vorlesung