107.A22 Selected topics in probability theory
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2020S, UE, 1.0h, 1.5EC

Properties

  • Semester hours: 1.0
  • Credits: 1.5
  • Type: UE Exercise

Learning outcomes

After successful completion of the course, students are able to

independently solve and present tasks and problems from the special fields of probability theory

and show applications of those theoretical models

 

Subject of course

Exercises from higher probability theory

Teaching methods

Presentation of techniques for solving the tasks

Mode of examination

Immanent

Additional information

Download der Unterlagen zur Lehrveranstaltung sind  auf der Homepage verfügbar

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Wed09:00 - 10:0011.03.2020Seminarraum 107/1 AKW UE

Examination modalities

Calculation of exercises

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
033 203 Statistics and Mathematics in Economics Mandatory elective

Literature

kleine Auswahl empfohlene Bücher:

H. Bauer  - Wahrscheinlichkeitstheorie  -  de Gruyter
P. Billingsley - Probability and Measure - Wiley
B. Gnedenko -  Theory of Probability - Gordon and Breach Science Publishers/AMS Chelsey Pub.
S. Karlin & H.  Taylor - A first course in stochastic processes - Academic Press
S. Karlin & H.  Taylor - A second course in stochastic processes - Academic Press
A. Klenke - Wahrscheinlichkeitstheorie - Springer
N. Kusolitsch - Maß- und Wahrscheinlichkeitstheorie  - Springer
S. Ross - Introduction to. Probability Models - Academic Press
K.  Schürger - Wahrscheinlichkeitstheorie - Oldenbourg

Previous knowledge

Maß- und Wahrscheinlichkeitstheorie (I & II) (besonders UE) sollten absolviert sein

Miscellaneous

Language

German