19212902 Übung

SoSe 15: Übung zu Stochastik II

Juan Jose Rue Perna

Hinweise für Studierende

The course will be held in English.

Zusätzl. Angaben / Voraussetzungen

Requirements: previous courses in analysis and probability theory (Stochastics I) are necessary.

Kommentar

Inhalt


    This course is the sequel of the course of Stochastics I. The main objective is to go beyond the first principles in probability theory by introducing the general language of measure theory, and the application of this framework in a wide variety of probabilistic scenarios.
    More precisely, the course will cover the following aspects of probability theory:
  • Measure theory and the Lebesgue integral
  • Convergence of random variables and 0-1 laws
  • Generating functions: branching processes and characteristic functions
  • Markov chains
  • Introduction to martingales
Schließen

Literaturhinweise

The following books will be used as basic bibliography for the course:
[1] Bartle, R.: The Elements of Integration and Lebesgue Measure, 1995
[2] Grimmett, G. R. and Stirzaker, D. R. Probability and Random Processes, 2001
[3] Meintrup, D., Schäffler, S.: Stochastik: Theorie und Anwendungen, 2005
[4] Varadhan, S.: Probability Theory, 2001
[5] Stroock, D.: An introduction to Markov Processes, 2005

The main reference for the first part of the course will be [1]. For the rest of the course, we will use [2] as a reference book. Schließen

13 Termine

Zusätzliche Termine

Mi, 15.04.2015 10:00 - 12:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 007/008/A6 Seminarraum (Arnimallee 6)

Di, 21.07.2015 09:00 - 12:00
Final Exam

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 032/A6 Seminarraum (Arnimallee 6)

Di, 15.09.2015 09:00 - 12:00
Make-up Exam

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 032/A6 Seminarraum (Arnimallee 6)

Regelmäßige Termine der Lehrveranstaltung

Mi, 22.04.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Mi, 29.04.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Mi, 06.05.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Mi, 13.05.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Mi, 20.05.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Mi, 27.05.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Mi, 03.06.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Mi, 10.06.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Mi, 17.06.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Mi, 24.06.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Mi, 01.07.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Mi, 08.07.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Mi, 15.07.2015 08:00 - 10:00

Dozenten:
Prof. Dr. Juan Jose Rue Perna

Räume:
SR 025/026/A6 Seminarraum (Arnimallee 6)

Studienfächer A-Z