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
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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.
- 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
More precisely, the course will cover the following aspects of probability theory:
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
[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 Di, 21.07.2015 09:00 - 12:00Final Exam
Di, 15.09.2015 09:00 - 12:00
Make-up Exam
Regelmäßige Termine der Lehrveranstaltung
Mi, 22.04.2015 08:00 - 10:00
Mi, 29.04.2015 08:00 - 10:00
Mi, 06.05.2015 08:00 - 10:00
Mi, 13.05.2015 08:00 - 10:00
Mi, 20.05.2015 08:00 - 10:00
Mi, 27.05.2015 08:00 - 10:00
Mi, 03.06.2015 08:00 - 10:00
Mi, 10.06.2015 08:00 - 10:00
Mi, 17.06.2015 08:00 - 10:00
Mi, 24.06.2015 08:00 - 10:00
Mi, 01.07.2015 08:00 - 10:00
Mi, 08.07.2015 08:00 - 10:00
Mi, 15.07.2015 08:00 - 10:00
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 ... Lesen Sie weiter