240071 Wahrscheinlichkeitstheorie I (V) (SoSe 2018)
Contents, comment
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Die Vorlesung Wahrscheinlichkeitstheorie I stellt die mathematische Grundlagen für spätere Vorlesungen über stochastische Prozesse und stochastische Analysis bereit. Es werden die wichtigsten Konzepte und Resultate der Wahrscheinlichkeitstheorie behandelt, u.a.
- Unabhängigkeit
- unendliche Produktmaße
- Verteilungskonvergenz
- charakteristische Funktionen
- Grenzwertsätze für Summen unabhängiger Zufallsgrößen (Gesetz der großen Zahlen, Zentraler Grenzwertsatz)
- (abstrakter) bedingter Erwartungswert
- Grundlagen der stochastischen Prozesse
- Martingale
- Brown'sche Bewegung.
Requirements for participation, required level
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Notwendige Vorkenntnisse: Analysis 1 und 2, Lineare Algebra 1 und 2, Maß- und Integrationstheorie
Empfohlene Vorkenntnisse: Stochastik
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| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
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| Studieren ab 50 |
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- Thursday, July 26, 2018
- Last update times:
- Tuesday, February 6, 2018
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- Tuesday, February 6, 2018
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
- Department
- Faculty of Mathematics
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