107.A01 Measure and Probability Theory I
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2013S, VO, 3.0h, 4.5EC

Properties

  • Semester hours: 3.0
  • Credits: 4.5
  • Type: VO Lecture

Aim of course

To get acquainted with the basic terms and concepts of measure- and probability theory and to be able to apply this knowledge in problem solving

Subject of course

Probabilty Spaces, distributions, measure theoretic foundations of probability theory, independence and conditional probability, distribution functions,random variables, Lebesgue-Stieltjes-integral and expectation, comparison of Riemann and Lebesgue-integral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Wed10:15 - 11:1506.03.2013 - 26.06.2013FH 8 Nöbauer HS - MATH Kusolitsch
Thu10:00 - 12:0007.03.2013 - 27.06.2013FH 8 Nöbauer HS - MATH Kusolitsch
Measure and Probability Theory I - Single appointments
DayDateTimeLocationDescription
Wed06.03.201310:15 - 11:15FH 8 Nöbauer HS - MATH Kusolitsch
Thu07.03.201310:00 - 12:00FH 8 Nöbauer HS - MATH Kusolitsch
Wed13.03.201310:15 - 11:15FH 8 Nöbauer HS - MATH Kusolitsch
Thu14.03.201310:00 - 12:00FH 8 Nöbauer HS - MATH Kusolitsch
Wed20.03.201310:15 - 11:15FH 8 Nöbauer HS - MATH Kusolitsch
Thu21.03.201310:00 - 12:00FH 8 Nöbauer HS - MATH Kusolitsch
Thu28.03.201310:00 - 12:00FH 8 Nöbauer HS - MATH Kusolitsch
Thu04.04.201310:00 - 12:00FH 8 Nöbauer HS - MATH Kusolitsch
Wed10.04.201310:15 - 11:15FH 8 Nöbauer HS - MATH Kusolitsch
Thu11.04.201310:00 - 12:00FH 8 Nöbauer HS - MATH Kusolitsch
Wed17.04.201310:15 - 11:15FH 8 Nöbauer HS - MATH Kusolitsch
Thu18.04.201310:00 - 12:00FH 8 Nöbauer HS - MATH Kusolitsch
Wed24.04.201310:15 - 11:15FH 8 Nöbauer HS - MATH Kusolitsch
Thu25.04.201310:00 - 12:00FH 8 Nöbauer HS - MATH Kusolitsch
Thu02.05.201310:00 - 12:00FH 8 Nöbauer HS - MATH Kusolitsch
Wed08.05.201310:15 - 11:15FH 8 Nöbauer HS - MATH Kusolitsch
Thu09.05.201310:00 - 12:00FH 8 Nöbauer HS - MATH Kusolitsch
Wed15.05.201310:15 - 11:15FH 8 Nöbauer HS - MATH Kusolitsch
Thu16.05.201310:00 - 12:00FH 8 Nöbauer HS - MATH Kusolitsch
Wed22.05.201310:15 - 11:15FH 8 Nöbauer HS - MATH Kusolitsch

Examination modalities

written and oral exam

Course registration

Not necessary

Curricula

Literature

illingsley, P.: Probability and Measure, Wiley, New York, 1986.

Elstrodt, J.:  Mass- und Integrationstheorie, Springer, Berlin, 2005.

Feller, W.:  An Introduction to Probability Theory and its Applications, Vol.1 and 2 Wiley, New York, 1968.

Galambos, J., Introductory Probability Theory, Marcel Dekker, New York, 1984

Georgii, H.O.,: Stochastik, de Gruyter, Berlin, 2002

Isaac, R., : The Pleasures of Probability, Springer, New York,1995

Kusolitsch, N., : Mass- und Wahrscheinlichkeitstheorie, Springer, Wien, 2011

Rosanov, J.A.,: Stochastische Prozesse,Akademie, Berlin,1975

Weaver,W.,: Lady Luck. Dover, New York,1982

Williams, D.: Probability with Martingales, Cambridge University Press, Cambridge, 2010.

Language

German