Probability Theory
Course 0000000236 in SS 2015
General Data
| Course Type | Lecture |
|---|---|
| Semester Weekly Hours | 4 SWS |
| Organisational Unit | Research Department Mathematics Centre |
| Lecturers |
Silke Rolles |
| Dates |
Fri, 08:30–10:00, Interims I 101 Tue, 08:15–09:45, BC2 BC2 0.01.17 |
Assignment to Modules
-
MA2409: Wahrscheinlichkeitstheorie / Probability Theory
This module is included in the following catalogs:- Catalogue of non-physics elective courses
- Specialization Modules in Elite-Master Program Theoretical and Mathematical Physics (TMP)
Further Information
Courses are together with exams the building blocks for modules. Please keep in mind that information on the contents, learning outcomes and, especially examination conditions are given on the module level only – see section "Assignment to Modules" above.
| additional remarks | Based on measure and integration theory, in this course the fundamental concepts of probability theory are presented. Of central importance are the different types of convergence, the concept of stochastic independence, and conditional expectations. In addition, the course will deal with the Radon-Nikodym theorem, product spaces and the construction of stochastic processes. For sequences of independent random variables, laws of large numbers and the central limit theorem will be proved. As an important generalization of partial sums of independent random variables, martingales will be introduced and on this basis we will investigate stopping times and prove the martingale convergence theorem. |
|---|---|
| Links | TUMonline entry |
Equivalent Courses (e. g. in other semesters)
| Semester | Title | Lecturers | Dates |
|---|---|---|---|
| SS 2019 | Probability Theory [MA2409] | Gantert, N. |
Fri, 08:30–10:00, Interims I 101 Tue, 08:15–09:45, BC2 BC2 0.01.17 |
| SS 2018 | Probability Theory [MA2409] | Berger Steiger, N. |
Fri, 08:30–10:00, Interims I 101 Tue, 08:15–09:45, BC2 BC2 0.01.17 and singular or moved dates |
| SS 2017 | Probability Theory [MA2409] | Rolles, S. |
Fri, 08:30–10:00, Interims I 101 Tue, 08:15–09:45, BC2 BC2 0.01.17 |
| SS 2016 | Probability Theory | Rolles, S. |
Fri, 08:30–10:00, Interims I 101 Tue, 08:15–09:45, BC2 BC2 0.01.17 and singular or moved dates |
| SS 2014 | Probability Theory |
Berger Steiger, N.
Responsible/Coordination: Salvi, M. |
Fri, 08:15–09:45, MI HS1 Tue, 08:30–10:00, BC2 BC2 0.01.17 and singular or moved dates |
| SS 2013 | Probability Theory |
Berger Steiger, N.
Responsible/Coordination: Guo, X. |
|
| SS 2012 | Probability Theory | Rolles, S. | |
| SS 2011 | Probability Theory |
Gantert, N.
Responsible/Coordination: Bartsch, C. |