## Alain-Sol Sznitman: Catalogue data in Spring Semester 2019 |

Name | Prof. em. Dr. Alain-Sol Sznitman |

Field | Mathematik |

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 |

alain-sol.sznitman@math.ethz.ch | |

URL | http://www.math.ethz.ch/~alains |

Department | Mathematics |

Relationship | Professor emeritus |

Number | Title | ECTS | Hours | Lecturers | |
---|---|---|---|---|---|

401-0604-00L | Probability Theory and Statistics | 4 credits | 2V + 1U | A.‑S. Sznitman | |

Abstract | Probability models and applications, introduction to statistical estimation and statistical tests. | ||||

Objective | Ability 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. | ||||

Content | The 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 notes | ja | ||||

Literature | Textbuch: P. Brémaud: 'An Introduction to Probabilistic Modeling', Springer, 1988. | ||||

401-3600-19L | Student Seminar in Probability Theory: Limited number of participants. Registration to the seminar will only be effective once confirmed by email from the organizers. | 4 credits | 2S | A.‑S. Sznitman, J. Bertoin, V. Tassion, W. Werner | |

Abstract | Selected topics from Probability Theory will be discussed. | ||||

Objective | The seminar is a natural complement to the material discussed in the lecture on probability theory in the 5th semester. | ||||

Content | The 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 / Notice | There is only a limited number of slots available for this seminar. Participation will only be effective once confirmed by the organizers. | ||||

401-5600-00L | Seminar on Stochastic Processes | 0 credits | 1K | J. Bertoin, A. Nikeghbali, B. D. Schlein, A.‑S. Sznitman, V. Tassion, W. Werner | |

Abstract | Research colloquium | ||||

Objective |