04-00-0141-vu Probability Theory

Course offering details

Instructors: Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews

Event type: Lecture & Exercise

Org-unit: Dept. 04 - Mathematics

Displayed in timetable as: Probability Theory

Subject:

Crediting for:

Hours per week: 6

Language of instruction: German

Min. | Max. participants: - | -

Course Contents:
Measure theoretical foundations, theory of integration, random variables, concepts of convergence, characteristic functions, stochastic independence, 0-1-laws, conditional expectations, martingales in discrete time, limit theorems: law of large numbers, central limit theorem.

Literature:
Bauer: Probability Theory
Billingsley: Probability and Measure
Elstrodt: Maß-und Integrationstheorie
Gänssler, Stute: Wahrscheinlichkeitstheorie
Klenke: Wahrscheinlichkeitstheorie

Preconditions:
recommended: Analysis, Integration Theory, Introduction to Stochastics

Small group(s)
This course is divided into the following small groups:

  • Probability Theory "Ich nehme nicht am Übungsbetrieb teil."

    Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews

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  • Probability Theory

    Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews

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  • Probability Theory Übung 1

    Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews

    Th, 20. Oct. 2022 [16:30]-Th, 9. Feb. 2023 [18:00]

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  • Probability Theory Übung 2

    Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews

    Th, 20. Oct. 2022 [09:50]-Th, 9. Feb. 2023 [11:30]

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  • Probability Theory Übung 3

    Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews

    Fri, 21. Oct. 2022 [11:40]-Fri, 10. Feb. 2023 [13:20]

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  • Probability Theory Übung 4

    Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews

    Fri, 21. Oct. 2022 [08:00]-Fri, 10. Feb. 2023 [09:40]

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  • Probability Theory Übung 5

    Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews

    Wed, 19. Oct. 2022 [08:00]-Wed, 8. Feb. 2023 [09:40]

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  • Probability Theory Übung 6

    Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews

    Tue, 18. Oct. 2022 [13:30]-Tue, 7. Feb. 2023 [15:10]

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Literature
Appointments
Date From To Room Instructors
1 Wed, 19. Oct. 2022 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
2 Th, 20. Oct. 2022 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
3 Wed, 26. Oct. 2022 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
4 Th, 27. Oct. 2022 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
5 Wed, 2. Nov. 2022 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
6 Th, 3. Nov. 2022 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
7 Wed, 9. Nov. 2022 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
8 Th, 10. Nov. 2022 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
9 Wed, 16. Nov. 2022 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
10 Th, 17. Nov. 2022 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
11 Wed, 23. Nov. 2022 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
12 Th, 24. Nov. 2022 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
13 Wed, 30. Nov. 2022 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
14 Th, 1. Dec. 2022 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
15 Wed, 7. Dec. 2022 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
16 Th, 8. Dec. 2022 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
17 Wed, 14. Dec. 2022 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
18 Th, 15. Dec. 2022 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
19 Wed, 21. Dec. 2022 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
20 Th, 22. Dec. 2022 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
21 Wed, 11. Jan. 2023 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
22 Th, 12. Jan. 2023 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
23 Wed, 18. Jan. 2023 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
24 Th, 19. Jan. 2023 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
25 Wed, 25. Jan. 2023 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
26 Th, 26. Jan. 2023 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
27 Wed, 1. Feb. 2023 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
28 Th, 2. Feb. 2023 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
29 Wed, 8. Feb. 2023 09:50 11:30 S306/051 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
30 Th, 9. Feb. 2023 11:40 13:20 S214/24 Prof. Dr. rer. nat. Michael Kohler; M.Sc. Selina Drews
Class session overview
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Instructors
Prof. Dr. rer. nat. Michael Kohler
M.Sc. Selina Drews