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
time and locality - Revision with Prof. Beiglböck / SS2017
mondays, 08.05. - 26.06. always from 12 noon to 1 pm, Seminarroom 06A, green area, 6th floor;
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April
friday, 07.04., 12 - 2pm Freihaus HS 8 (Nöbauer)
friday, 10.04. - no lectures bc of easter holidays
friday, 21.04. - no lectures bc of easter holidays
freiday, 28.04., 12 - 2pm Freihaus HS 3
May
friday, 05.05., 12 - 2pm Freihaus HS 8 (Nöbauer)
friday, 12.05., 12 - 2pm Freihaus HS 8 (Nöbauer)
friday, 19.05., 12 - 2pm Freihaus HS 8 (Nöbauer)
friday, 26.05. - no lecture - Rektorstag
June
friday, 02.06., 12 - 2pm Freihaus HS 8 (Nöbauer)
friday, 09.06., 12 - 2pm Freihaus HS 3
friday, 16.06., 12 - 2pm Freihaus HS 3
friday, 23.06., 12 - 2pm Freihaus HS 8 (Nöbauer)
friday, 30.06., 12 - 2pm Freihaus HS 4
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.