معلومات المقرر

Lehrinhalte
Measure theoretical foundations, theory of integration, random variables, concepts of convergence, characteristic functions, stochastic independence, 0-1-laws, conditional expectations, martingales in discrete time, limit theorems: law of large numbers, central limit theorem.

Literature
Bauer: Probability Theory
Billingsley: Probability and Measure
Elstrodt: Maß-und Integrationstheorie
Gänssler, Stute: Wahrscheinlichkeitstheorie
Klenke: Wahrscheinlichkeitstheorie

Voraussetzungen
recommended: Analysis, Integration Theory, Introduction to Stochastics