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).
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.