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Stochastik 2 (Probability and measure) (Winter Semester 2007/08)

  • Lecturer: PD Dr. Bernhard Klar
  • Classes: Lecture (1073), Problem class (1074)
  • Weekly hours: 4+2
  • Audience: Mathematik (Diplom), Wirtschaftsmathematik, Technomathematik, Lehramt Mathematik (5.-9. semester)

The contents of this course are basic for all advanced courses in probability and statistics. Interested students should to have a basic knowledge in stochastics comparable to that provided by an introductory university course (8-9 ECTS) in that field.
From the contents: Measure theoretic foundations (systems of sets, measures, measure extension theorem, integral with respect to a measure, monotone convergence, dominated convergence, the Radon-Nikodym theorem, Fubini's theorem) and probability theory (Kolmogorov's axioms, random variables, indepencence, Zero-one-law, charakteristic functions, notions of convergence, Law of large numbers, Central limit theorem, multivariate normal distribution, conditional expectation and conditional distributions, martingales).

Lecture: Tuesday 8:00-9:30 Neuer Hörsaal Begin: 23.10.2007
Thursday 9:45-11:15 Neuer Hörsaal
Problem class: Tuesday 15:45-17:15 Neuer Hörsaal Begin: 23.10.2007
Lecturer PD Dr. Bernhard Klar
Office hours: on appointment
Room 2.052 Kollegiengebäude Mathematik (20.30)
Email: Bernhard.Klar@kit.edu
Problem classes Wei Lao
Office hours:
Room Allianz-Gebäude (05.20)