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Probability Theory [MA2409]

Course 0000000236 in SS 2019

General Data

Course Type lecture
Semester Weekly Hours 4 SWS
Organisational Unit Research Department Mathematics Centre
Lecturers Nina Gantert
Dates Fri, 08:30–10:00, Interims I 101
Tue, 08:15–09:45, BC2 BC2 0.01.17

Assignment to Modules

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)

SemesterTitleLecturersDates
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 2015 Probability Theory Rolles, S. Fri, 08:30–10:00, Interims I 101
Tue, 08:15–09:45, BC2 BC2 0.01.17
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.
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