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).
Team
- Felix Benning
- Prof. Dr. Leif Döring
Videos
Here are the videos from 2021. The lecture will only be optimized, keeping the core of 2021. About 80% should stay the same.
- Week 1, lecture 1
- Week 1, lecture 2
- Week 2, lecture 1
- Week 2, lecture 2
- Week 3, lecture 1
- Week 3, lecture 2
- Week 4, lecture 1
- Week 4, lecture 2
- Week 5, lecture 1
- Week 5, lecture 2
- Week 6, lecture 1
- Week 6, lecture 2
- Week 7, lecture 1
- Week 7, lecture 2
- Week 8, lecture 1
- Week 8, lecture 2
- Week 9, lecture 1, Nachtrag, am Ende fehlte was
- Week 9, lecture 2
- Week 10, lecture 1
- Week 10, lecture 2
- Week 11, lecture 1
- Week 11, lecture 2
- Week 12, lecture 1
- Week 12, lecture 2, Nachtrag, in der Mitte fehlte was