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401-3601-00L 10 Credits
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Probability Theory

Wahrscheinlichkeitstheorie

Lecturers & Examiners: Prof. em. Dr. Alain-Sol Sznitman
VVZ CR 4.2

Last Updated: 2026-02-05 14:59:48

Abstract

Basic notions of probability theory and of stochastic processes in discrete time. Topics: summary of results in measure theory, random series, law of large numbers, weak convergence, characteristic functions, central limit theorem, conditional expectations, martingales, stopping times, convergence theorems, Galton Watson chain, probability kernels, theorem of Ionescu Tulcea, Markov chains.

Content

Die Vorlesung wird die Grundlagen der Wahrscheinlichkeitstheorie und der Theorie der stochastischen Prozesse in diskreter Zeit darbieten. Folgende Themen sind vorgesehen: Masstheoretische Grundlagen, Kerne, Satz von Ionescu Tulcea, charakteristische Funktionen, verschiedene Konvergenzarten, bedingte Erwartungen, Markoffsche Ketten, Martingale, Stoppzeiten, Konvergenzsatz, Ergodensatz, Verzweigungsprozesse.

General Information

Language
German
Frequency
Yearly recurring

Examination

Type
session examination
Mode
oral 20 minutes

Course Components

Type Title Time & Place Hours
lecture Wahrscheinlichkeitstheorie
  • Tue 10:15-12:00 (HG D 5.2)
  • Thu 10:15-12:00 (HG E 41)
4 h weekly
exercise Wahrscheinlichkeitstheorie
  • Tue 14:15-15:00 (HG D 5.3)
  • Wed 13:15-14:00 (HG D 5.1)
  • Wed 13:15-14:00 (HG D 5.3)
1 h weekly

Offered In