240071 Wahrscheinlichkeitstheorie I (V) (SoSe 2017)
Contents, comment
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- Wahrscheinlichkeitsmaße, Zufallsgrößen, Erwartungswert und Varianz, Korrelation, allgemeine Normalverteilung
- stochastische Unabhängigkeit, stochastische Prozesse auf unendlichen Produkträumen, Gesetz der großen Zahlen
- Konvergenz von Verteilungen, charakteristische Funktionen, zentraler Grenzwertsatz
- bedingter Erwartungswert, bedingte Verteilungen
- Einstieg: Brownsche Bewegung und Martingale
Requirements for participation, required level
-
Notwendige Vorkenntnisse: Maß- und Integrationstheorie (Selbststudium möglich)
empfohlene Vorkenntnisse: Stochastik I und II
Bibliography
-
siehe Semesterapparat
External comments page
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Di | 8-10 | H11 | 18.04.-28.07.2017 | |
| weekly | Do | 8-10 | H11 | 18.04.-28.07.2017
not on: 5/25/17 / 6/15/17 |
|
| one-time | Di | 15:00-16:30 | V2-200 | 08.08.2017 |
Examinations
| Date | Time | Format / Room | Comment about examination |
|---|---|---|---|
| Saturday, August 5, 2017 | 10:00-12:00 | AUDIMAX |
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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 | |
|---|---|---|---|---|---|---|---|
| Studieren ab 50 |
siehe e-mail-Verteiler
- Address:
- SS2017_240071@ekvv.uni-bielefeld.de
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- Notes:
- Additional notes on the electronic mailing lists
- Email archive
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- Last update basic details/teaching staff:
- Monday, December 19, 2016
- Last update times:
- Wednesday, August 9, 2017
- Last update rooms:
- Wednesday, August 9, 2017
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
- Language
- This lecture is taught in english
- Department
- Faculty of Mathematics
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