Module 24-B-EW Introduction to Probabilty Theory

Faculty

Person responsible for module

Regular cycle (beginning)

Every summer semester

Credit points and duration

10 Credit points

For information on the duration of the modul, refer to the courses of study in which the module is used.

Competencies

Non-official translation of the module descriptions. Only the German version is legally binding.

Students master the basic stochastic concepts and the confident use of the basic concepts of probability theory based in measure theory and statistics, i.e. they are able to model and analyse complex relationships using probabilistic structures as a basis for applications: They are able to model and analyse complex relationships using probabilistic structures as a basis for applications. They are able to carry out mathematical proofs in this area independently. They are confident in applying the methods of stochastics and can successfully transfer them to new problems in stochastics.
In the tutorials, students demonstrate the acquisition of skills in the basic techniques of mathematical work in the field of probability theory, the ability to apply the methods and conduct mathematical proofs under supervision as well as presentation and communication skills and perseverance as basic mathematical skills in through the study requirements. Further understanding of the contexts and concepts, independent proofs and confidence in applying the methods to new problems are demonstrated in the final exam.

Content of teaching

Mathematical modelling of random phenomena, basic concepts of stochastics on a measure-theoretical basis:

Probability spaces, elementary distributions, random variables and their distributions

  • Independence, conditional probabilities, 0-1 laws
  • Expected value, variance, moments, characteristic functions
  • Types of convergence, laws of large numbers, central limit theorems

Recommended previous knowledge

Competencies in analysis and linear algebra (cf. 24-B-MG1 and 24-B-MG2 or 24-B-AN and 24-B-LA) as well as in measure and integration theory (cf. 24-B-AN3 or 24-B-MI)

Necessary requirements

Explanation regarding the elements of the module

The module cannot be studied together with module 24-B-EW-5.

Module structure: 1 SL, 1 bPr 1

Courses

Introduction to Probabilty Theory
Type lecture
Regular cycle SoSe
Workload5 60 h (60 + 0)
LP 2 [Pr]
Tutorials for Introduction to Probabilty Theory
Type exercise
Regular cycle SoSe
Workload5 90 h (30 + 60)
LP 3 [SL]

Study requirements

Allocated examiner Workload LP2
Teaching staff of the course Tutorials for Introduction to Probabilty Theory (exercise)

Regular completion of the exercises, each with a recognisable solution approach, as well as participation in the exercise groups for the module's lecture. As a rule, participation in the exercise group includes presenting solutions to exercises twice after being asked to do so as well as regular contributions to the scientific discussion in the exercise group, for example in the form of comments and questions on the proposed solutions presented. The organiser may replace some of the exercises with face-to-face exercises.

see above see above

Examinations

e-portfolio with final oral examination o. e-portfolio with final written examination o. portfolio with final oral examination o. portfolio with final written examination
Allocated examiner Teaching staff of the course Introduction to Probabilty Theory (lecture)
Weighting 1
Workload 150h
LP2 5

The (e-)portfolio is passed if

  • a sufficient number of correctly solved exercises, which are completed as part of the study requirements , are demonstrated, usually by at least 50% of the points achievable in the semester for solving the exercises, and
  • a final exam in the form of a final written exam (usually 90 min) or a final oral exam (usually 30 min) is passed. The final exam relates to the content of the lecture and the tutorial and is used for assessment.

A remote written examination is not permitted as a final exam.

The module is used in these degree programmes:

Degree programme Version Profile Recom­mended start 3 Duration Manda­tory option 4
Mathematical and Theoretical Physics / Master of Science [FsB vom 26.04.2024 mit Änderungen vom 29.05.2024 und 10.12.2024 und der Berichtigung vom 01.04.2025] Admission Track Profile B 1. o. 2. one semester Compul­sory optional subject
Mathematics / Bachelor of Science [FsB vom 28.02.2025] Major Subject (Academic) 4. o. 5. o. 6. one semester Compul­sory optional subject
Mathematics / Bachelor [FsB vom 28.02.2025] Minor Subject (Academic), 60 CPs 5. o. 6. one semester Compul­sory optional subject
Mathematical Economics / Bachelor of Science [FsB vom 28.02.2025 mit Berichtigung vom 30.04.2025] Bachelor with One Core Subject (Academic) 4. o. 5. one semester Obli­gation

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Legend

1
The module structure displays the required number of study requirements and examinations.
2
LP is the short form for credit points.
3
The figures in this column are the specialist semesters in which it is recommended to start the module. Depending on the individual study schedule, entirely different courses of study are possible and advisable.
4
Explanations on mandatory option: "Obligation" means: This module is mandatory for the course of the studies; "Optional obligation" means: This module belongs to a number of modules available for selection under certain circumstances. This is more precisely regulated by the "Subject-related regulations" (see navigation).
5
Workload (contact time + self-study)
SoSe
Summer semester
WiSe
Winter semester
SL
Study requirement
Pr
Examination
bPr
Number of examinations with grades
uPr
Number of examinations without grades
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