240081 Wahrscheinlichkeitstheorie I (V) (WiSe 2014/2015)
Contents, comment
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Die Vorlesung behandelt die wichtigsten Konzepte und Resultate der Wahrscheinlichkeitstheorie, 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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Gute Kenntnisse der Maß- und Integrationstheorie (Maß, Integral (nach Lebesgue), Konvergenzsätze, endliche Produktmaße, Satz von Fubini, Transformationsformel, L^p-Räume) sind absolut notwendig.
Grundkenntnise der Stochastik sind hilfreich, aber nicht notwendig.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period |
|---|
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Examinations
| Date | Time | Format / Room | Comment about examination |
|---|
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Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 24-E2 Supplementary Module Mathematics 2 | Vorlesung | Student information | |
| 24-M-P1 Profile Module 1 | Profilierungsvorlesung (mit Übung) - Typ 1 | Student information | |
| 24-M-P2 Profile Module 2 | Profilierungsvorlesung (mit Übungen) - Typ 1 | Student information | |
| 24-M-PWM Profile Module Economic Mathematics | Profilierungsvorlesung (mit Übung) - Typ 1 | Student information | |
| - | Graded examination | Student information | |
| 24-M-SV1-SO Foundations in Stochastics and Optimisation | Spezialisierungskurs Stochastik / Optimierung | Graded examination
|
Student information |
| 24-M-SV1-ST Foundations in Stochastics | Spezialisierungskurs Stochastik | Graded examination
|
Student information |
| 24-M-VM1 Advanced Mathematics 1 | Vertiefungskurs Mathematik 1 - Variante 1 | Student information | |
| - | Graded examination | Student information | |
| 24-SE Structured Electives | Vorlesung 1 | Student information | |
| Vorlesung 2 | Student information |
The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Mathematik / Diplom | (Enrollment until SoSe 2008) | Wahlpflicht | 4. 5. 6. | HS | |||
| Studieren ab 50 |
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- WS2014_240081@ekvv.uni-bielefeld.de
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- Last update basic details/teaching staff:
- Tuesday, November 29, 2016
- Last update times:
- Thursday, March 5, 2015
- Last update rooms:
- Thursday, March 5, 2015
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
- Department
- Faculty of Mathematics
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