Probability Theory 1
The lecture adresses classical concepts from probability theory, filling gaps from previous lectures and advancing towards continuous time stochastic processes. We will discuss martingales and their convergence theory (including a proof of the law of large numbers), weak convergence theory (including a proof of the central limit theorem) and then proceed towards the Brownian motion (including the Donsker theorem).
-
News
- office hour: just send us a mail!
- PDF copies of your solution should be sent to Quan Shi's email address.
-
Team
- Prof. Dr. Leif Döring
- Dr. Quan Shi
-
Videos
-
Tutorials
Monday, 10:15-11:45 WIM-zoom-room 2
Homework: hand-in your homework before Saturday 17:00 to the email address: quanshi.math „at“ gmail dot com
Exercise sheets and Tutorial notes are also avalible here, if you cannot find them below.
Notes
Exercise Sheets
- Sheet 1 (Due to 17:00 Sunday 07.03.2021)
- Sheet 2 (Due to 17:00 Saturday 13.03.2021)
- Sheet 3 (Due to 17:00 Saturday 20.03.2021)
- Sheet 4 (Due to 17:00 Thursday 08.04.2021)
- Sheet 5 (Due to 17:00 Saturday 17.04.2021)
- Sheet 6 (Due to 17:00 Saturday 24.04.2021)
-
Lecture notes
Part 1 as pdf, Part 1 as goodnotes (martingale theory)
Part 2 as pdf (weak convergence)
Part 3 (Brownian motion)
Hier you can find the lecture notes of Stochastik 1.