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Wahrscheinlichkeitstheorie (Summer Semester 2017)

Schedule
Lecture: Monday 9:45-11:15 Chemie-Hörsaal Nr. 2 (HS2)
Problem class: Wednesday 11:30-13:00 Rudolf-Criegee-Hörsaal (HS4)
Lecturers
Lecturer Prof. Dr. Günter Last
Office hours: Monday 2-3pm
Room 2.001, Sekretariat 2.056 Kollegiengebäude Mathematik (20.30)
Email: guenter.last@kit.edu
Problem classes Felix Herold , M.Sc.
Office hours: Monday 13:30-14:30 or by appointment
Room 2.008 Kollegiengebäude Mathematik (20.30)
Email: felix.herold@kit.edu

Topics
Based on the lecture "Einführung in die Stochastik" (WS2016/2017) this lecture will cover classic Topics from probability theory and their applications as well.

Previous knowledge
Previous Knowledge from the lectures "Einführung in die Stochastik" and "Analysis III".

Problem clases
Problem clases will take place about every two weeks in exchange to the lecture.

References

  • Durrett: Probability: Theory and Examples. 4. Auflage, Cambridge University Press, 2010.
  • Klenke: Wahrscheinlichkeitstheorie. 3. Auflage, Springer 2013. Als eBook im Netz des KIT verfügbar.
  • Shiryaev: Probability. 2. Auflage, Springer, Berlin, 1996.
  • Henze: Maß- und Wahrscheinlichkeitstheorie (Stochastik II), Skriptum, Karlsruhe, 2010.