240081 Wahrscheinlichkeitstheorie I (V) (WiSe 2014/2015)
Contents, comment
-
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 | |
|---|---|---|---|---|---|
| weekly | Mi | 10-12 | T2-205 | 06.10.2014-06.02.2015
not on: 12/24/14 / 12/31/14 |
|
| weekly | Fr | 12-14 | T2-205 | 06.10.2014-06.02.2015
not on: 12/26/14 / 1/2/15 |
Examinations
| Date | Time | Format / Room | Comment about examination |
|---|---|---|---|
| Wednesday, February 25, 2015 | 10-14 | H3 | |
| Tuesday, March 31, 2015 | 10-14 | H3 |
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Subject assignments
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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- Notes:
- Additional notes on the electronic mailing lists
- 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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