401-3601-00L Probability Theory
| Semester | Autumn Semester 2016 |
| Lecturers | A.‑S. Sznitman |
| Periodicity | yearly recurring course |
| Language of instruction | English |
| Comment | This course counts as a core course in the Bachelor's degree programme in Mathematics. Holders of an ETH Zurich Bachelor's degree in Mathematics who didn't use credits from none of the three course units 401-3601-00L Probability Theory, 401-3642-00L Brownian Motion and Stochastic Calculus resp. 401-3602-00L Applied Stochastic Processes for their Bachelor's degree still can have recognised this course for the Master's degree. Furthermore, at most one of the three course units 401-3461-00L Functional Analysis I 401-3531-00L Differential Geometry I 401-3601-00L Probability Theory can be recognised for the Master's degree in Mathematics or Applied Mathematics. |
Courses
| Number | Title | Hours | Lecturers | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 401-3601-00 V | Probability Theory | 4 hrs |
| A.‑S. Sznitman | ||||||||||||
| 401-3601-00 U | Probability Theory Tue 13-14 or Tue 14-15 starting in the second week of the semester (Sep 27, 2016) | 1 hrs |
| A.‑S. Sznitman |
Catalogue data
| Abstract | Basics of probability theory and the theory of stochastic processes in discrete time |
| Learning objective | This course presents the basics of probability theory and the theory of stochastic processes in discrete time. The following topics are planned: Basics in measure theory, random series, law of large numbers, weak convergence, characteristic functions, central limit theorem, conditional expectation, martingales, convergence theorems for martingales, Galton Watson chain, transition probability, Theorem of Ionescu Tulcea, Markov chains. |
| Content | This course presents the basics of probability theory and the theory of stochastic processes in discrete time. The following topics are planned: Basics in measure theory, random series, law of large numbers, weak convergence, characteristic functions, central limit theorem, conditional expectation, martingales, convergence theorems for martingales, Galton Watson chain, transition probability, Theorem of Ionescu Tulcea, Markov chains. |
| Lecture notes | available, will be sold in the course |
| Literature | R. Durrett, Probability: Theory and examples, Duxbury Press 1996 H. Bauer, Probability Theory, de Gruyter 1996 J. Jacod and P. Protter, Probability essentials, Springer 2004 A. Klenke, Wahrscheinlichkeitstheorie, Springer 2006 D. Williams, Probability with martingales, Cambridge University Press 1991 |
Performance assessment
| Performance assessment information (valid until the course unit is held again) | |
Performance assessment as a semester course | |
| ECTS credits | 10 credits |
| Examiners | A.-S. Sznitman |
| Type | session examination |
| Language of examination | English |
| Repetition | The performance assessment is offered every session. Repetition possible without re-enrolling for the course unit. |
| Mode of examination | oral 30 minutes |
| This information can be updated until the beginning of the semester; information on the examination timetable is binding. | |
Learning materials
| No public learning materials available. | |
| Only public learning materials are listed. |
Groups
| No information on groups available. |
Restrictions
| There are no additional restrictions for the registration. |
