Zywilla Fechner

David Neuhäuser

8.10, 9.10, 10.10 and 11.10: 10-12 and 13-15, He18, 2.20

19.10, 16.11, 23. 11, 30.11, 7.12, 14.12.2012:  14.15-18, O28/2004

30.11.2012: change of the classroom: O27/2201

26.10: 15.00-17, O28/2004

9. 11: 14.15-17, O28/2004

Final exam:

written, details tba  

12. 01.2013, at 10.00, H3 Please register in Hochschulportal

As the exam is on Saturday, you may need your STUDENT´S ID CARD to get into the main building.

The post-exam review is on Monday, 14.01.2013, 13:30-14:15, He18, Room 2.28

Reexam, 11.03.2013, at 9:00, H3

The post-exam review is on Thursday, 14.03.2013, 10:00-10:30, He18, Room 144

Permitted are: permanent pens, a non-programmable calculator and one A4 sheet of handwritten
notes.

This course covers the basic facts from probability in a measure-theoretic approach.

Specific topics are

• definition and properies of measure and Lebesgue integral
• the fundamentals of probability: probability space, random variables, conditional expectation, modes of convergenge, convolutions and characteristic functions, central limit theorem
• the fundamentals of statistics: simple random sampling, introduction to estimation techniques

Literature:

• J. Jacod & P. Protter, Probability Essentials, 2^nd edition, Springer, 2004.
• A. N. Shiryaev, Probability, 2^nd edition, Springer, 1995.
• D. Williams, Probability with Martingales, Cambridge University Press, 1991.

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