04-00-0071

Probability Theory

FB04 Mathematics · 9 CP · Offered in WiSe 2026/27

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Weekly sessions · WiSe 2026/27

Wed08:00–09:40S103/223 · Vorlesung und Übung
Wed11:40–13:20S215/234 · Exercise 1
Thu09:50–11:30S103/23 · Vorlesung und Übung
Thu13:30–15:10S113/266 · Exercise 4
Fri08:00–09:40S313/112 · Exercise 2

Parts

04-00-0071-vuLecture with exercise6 contact h/week

Language: Englisch
Taught by: Prof. Dr. rer. nat. Volker Martin Betz, M.Sc. Ina Bašic

Course content

Maßtheoretische Grundlagen, Integrationstheorie, Zufallsgrößen, Konvergenzbegriffe, charakteristische Funktionen, Unabhängigkeit, 0-1-Gesetze, bedingte Erwartungen, zeitdiskrete Martingale, Grenzwertsätze (Gesetze der großen Zahlen, Zentraler Grenzwertsatz)

Exam dates

2027-03-08 · 10:00–11:30 · Examenprovisional

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