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04-00-0141 Wahrscheinlichkeitstheorie · TUPlan

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04-00-0141

Wahrscheinlichkeitstheorie

FB04 Mathematics · Offered in WiSe 2025/26

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Weekly sessions · WiSe 2025/26

Wed09:50–11:30S101/A03 · Vorlesung und Übung
Wed11:40–13:20S215/234 · Übung 1
Thu08:00–09:40S103/12 · Übung 3
Thu09:50–11:30S103/23 · Vorlesung und Übung
Thu13:30–15:10S113/266 · Übung 4
Fri08:00–09:40S313/112 · Übung 2

Parts

04-00-0141-vuLecture with exercise6 contact h/week

Language: Deutsch
Taught by: Prof. Dr. rer. nat. Michael Kohler, M.Sc. Alisha Jessica Lilli Sänger

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

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