After successful completion of the course, students are able to explain important theorems and definitions from the topics listed below and to apply the methods of the field to solving selected problems.
L^p spaces , Radon-Nikodym theorem, convergence theorems, conditional expectation, product spaces, transformation theorems, zero-one laws, convergence in distribution, central limit theorem. If time permits: large deviations, law of the iterated logarithm, martingales
Lecture
Book: Klenke, Wahrscheinlichkeitstheorie
Williams: Probability with martingales
written exam;
Use Group Registration to register.
A. Klenke, Wahrscheinlichkeitstheorie
Measure and Probability 1, Analysis 2