240071 Wahrscheinlichkeitstheorie I (V) (SoSe 2017)

Contents, comment

- 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

https://www.math.uni-bielefeld.de/~cwiesel/WTheoI/index.html

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 Ergänzungsmodul Mathematik 2 Vorlesung Student information
24-M-P1 Profile Module 1 Profilierung 1 Profilierungsvorlesung (mit Übung) - Typ 1 Student information
24-M-P2 Profile Module 2 Profilierung 2 Profilierungsvorlesung (mit Übungen) - Typ 1 Student information
24-M-PWM Profile Module Economic Mathematics Profilierung Wirtschaftsmathematik Profilierungsvorlesung (mit Übung) - Typ 1 Student information
- Graded examination Student information
24-M-SV1-SO Foundations in Stochastics and Optimisation Spezialisierung/Vertiefung 1 - Stochastik und Optimierung Spezialisierungskurs Stochastik / Optimierung Graded examination
Student information
24-M-SV1-ST Foundations in Stochastics Spezialisierung/Vertiefung 1 - Stochastik Spezialisierungskurs Stochastik Graded examination
Student information
24-M-VM1 Advanced Mathematics 1 Vertiefung Mathematik 1 Vertiefungskurs Mathematik 1 - Variante 1 Student information
- Graded examination Student information
24-SE Structured Electives Strukturierte Ergänzung 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  
Studieren ab 50    

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SS2017_240071@ekvv.uni-bielefeld.de
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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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90357115