Alain-Sol Sznitman: Catalogue data in Spring Semester 2019

Name Prof. em. Dr. Alain-Sol Sznitman
FieldMathematik
Address
Dep. Mathematik
ETH Zürich, HG G 50.1
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telephone+41 44 633 81 48
Fax+41 44 632 10 85
E-mailalain-sol.sznitman@math.ethz.ch
URLhttp://www.math.ethz.ch/~alains
DepartmentMathematics
RelationshipProfessor emeritus

NumberTitleECTSHoursLecturers
401-0604-00LProbability Theory and Statistics Information 4 credits2V + 1UA.‑S. Sznitman
AbstractProbability models and applications, introduction to statistical estimation and statistical tests.
ObjectiveAbility to understand the covered methods and models from probability theory and to apply them in other contexts. Ability to perform basic statistical tests and to interpret the results.
ContentThe concept of probability space and some classical models: the axioms of Kolmogorov, easy consequences, discrete models, densities, product spaces, relations between various models, distribution functions, transformations of probability distributions. Conditional probabilities, definition and examples, calculation of absolute probabilities from conditional probabilities, Bayes' formula, conditional distribution. Expectation of a random variable,application to coding, variance, covariance and correlation, linear estimator, law of large numbers, central limit theorem. Introduction to statistics: estimation of parameters and tests
Lecture notesja
LiteratureTextbuch: P. Brémaud: 'An Introduction to Probabilistic Modeling', Springer, 1988.
401-3600-19LStudent Seminar in Probability Theory: Restricted registration - show details
Limited number of participants.

Registration to the seminar will only be effective once confirmed by email from the organizers.
4 credits2SA.‑S. Sznitman, J. Bertoin, V. Tassion, W. Werner
AbstractSelected topics from Probability Theory will be discussed.
ObjectiveThe seminar is a natural complement to the material discussed in the lecture on probability theory in the 5th semester.
ContentThe seminar is centered around a topic in probability theory which changes each semester. Example of topics are random walks and electric networks, Markov chains, stochastic integrals, coupling methods, etc.
Prerequisites / NoticeThere is only a limited number of slots available for this seminar. Participation will only be effective once confirmed by the organizers.
401-5600-00LSeminar on Stochastic Processes Information 0 credits1KJ. Bertoin, A. Nikeghbali, B. D. Schlein, A.‑S. Sznitman, V. Tassion, W. Werner
AbstractResearch colloquium
Objective