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

2016S, 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
Wed10:05 - 11:1002.03.2016 - 22.06.2016FH 8 Nöbauer HS - MATH Mi 10h05-11h10
Thu10:00 - 11:1003.03.2016 - 23.06.2016FH 8 Nöbauer HS - MATH Do 10h15-11h30
Wed10:00 - 11:0029.06.2016Sem.R. DA grün 06A Mass1
Thu10:00 - 11:0030.06.2016Sem.R. DA grün 06A Mass1
Measure and Probability Theory 1 - Single appointments
DayDateTimeLocationDescription
Wed02.03.201610:05 - 11:10FH 8 Nöbauer HS - MATH Mi 10h05-11h10
Thu03.03.201610:00 - 11:10FH 8 Nöbauer HS - MATH Do 10h15-11h30
Wed09.03.201610:05 - 11:10FH 8 Nöbauer HS - MATH Mi 10h05-11h10
Thu10.03.201610:00 - 11:10FH 8 Nöbauer HS - MATH Do 10h15-11h30
Wed16.03.201610:05 - 11:10FH 8 Nöbauer HS - MATH Mi 10h05-11h10
Thu17.03.201610:00 - 11:10FH 8 Nöbauer HS - MATH Do 10h15-11h30
Thu24.03.201610:00 - 11:10FH 8 Nöbauer HS - MATH Do 10h15-11h30
Thu31.03.201610:00 - 11:10FH 8 Nöbauer HS - MATH Do 10h15-11h30
Wed06.04.201610:05 - 11:10FH 8 Nöbauer HS - MATH Mi 10h05-11h10
Thu07.04.201610:00 - 11:10FH 8 Nöbauer HS - MATH Do 10h15-11h30
Wed13.04.201610:05 - 11:10FH 8 Nöbauer HS - MATH Mi 10h05-11h10
Thu14.04.201610:00 - 11:10FH 8 Nöbauer HS - MATH Do 10h15-11h30
Wed20.04.201610:05 - 11:10FH 8 Nöbauer HS - MATH Mi 10h05-11h10
Thu21.04.201610:00 - 11:10FH 8 Nöbauer HS - MATH Do 10h15-11h30
Wed27.04.201610:05 - 11:10FH 8 Nöbauer HS - MATH Mi 10h05-11h10
Thu28.04.201610:00 - 11:10FH 8 Nöbauer HS - MATH Do 10h15-11h30
Wed04.05.201610:05 - 11:10FH 8 Nöbauer HS - MATH Mi 10h05-11h10
Thu05.05.201610:00 - 11:10FH 8 Nöbauer HS - MATH Do 10h15-11h30
Wed11.05.201610:05 - 11:10FH 8 Nöbauer HS - MATH Mi 10h05-11h10
Thu12.05.201610:00 - 11:10FH 8 Nöbauer HS - MATH Do 10h15-11h30

Examination modalities

written and oral exam

Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Wed14:00 - 16:0026.06.2024FH 8 Nöbauer HS - MATH written26.02.2024 21:00 - 24.06.2024 23:59TISSMW1 Grill 06/24
Fri10:00 - 12:0028.06.2024EI 3 Sahulka HS - UIW written01.06.2024 08:00 - 24.06.2024 20:00TISSMeasure and Probability Theory 1
Mon - 07.10.2024written01.09.2024 08:00 - 02.10.2024 08:00TISSMeasure and Probability Theory 1

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
033 201 Technical Mathematics Mandatory2. Semester
033 202 Mathematics in Science and Technology Mandatory2. Semester
033 203 Statistics and Mathematics in Economics Mandatory2. Semester
033 204 Mathematics in Computer Science Mandatory2. Semester
033 205 Financial and Actuarial Mathematics Mandatory2. Semester

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.

Miscellaneous

Language

German