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Foto: Matthias Friel

Advanced Probability Theory - Einzelansicht

Veranstaltungsart Vorlesung/Übung Veranstaltungsnummer
SWS 6 Semester WiSe 2020/21
Einrichtung Institut für Mathematik   Sprache englisch
Belegungsfrist 19.10.2020 - 30.11.2020

Belegung über PULS
Gruppe 1:
     jetzt belegen / abmelden
    Tag Zeit Rhythmus Dauer Raum Lehrperson fällt aus am Max. Teilnehmer/-innen
Einzeltermine ausblenden
Vorlesung Di 12:15 bis 13:45 wöchentlich 03.11.2020 bis 09.02.2021  Online.Veranstaltung Prof. Dr. Roelly 22.12.2020: Akademische Weihnachtsferien
29.12.2020: Akademische Weihnachtsferien
  Bemerkung: synchron online
  • 03.11.2020
  • 10.11.2020
  • 17.11.2020
  • 24.11.2020
  • 01.12.2020
  • 08.12.2020
  • 15.12.2020
  • 05.01.2021
  • 12.01.2021
  • 19.01.2021
  • 26.01.2021
  • 02.02.2021
  • 09.02.2021
Einzeltermine anzeigen
Tutorium Mi 14:15 bis 15:45 wöchentlich 04.11.2020 bis 10.02.2021  Online.Veranstaltung Zass 23.12.2020: Akademische Weihnachtsferien
30.12.2020: Akademische Weihnachtsferien
  Bemerkung: synchron online
Einzeltermine anzeigen
Übung Do 12:15 bis 13:45 wöchentlich 05.11.2020 bis 11.02.2021  Online.Veranstaltung Prof. Dr. Roelly 24.12.2020: Akademische Weihnachtsferien
31.12.2020: Akademische Weihnachtsferien
  Bemerkung: synchron online


The course is organised as "inverted class room".

The students are weekly invited to

1-  study first alone at home some precise topics (indicated on the Moodle page)

2- meet on Zoom with the Professor for discussion and comments on that topic

3- meet on Zoom with a PhD student as Tutor

4- solve an Exercise sheet, and participate to a meeting where the solutions are discussed. 


Precise data (zoom address, timetable etc) are given on the corresponding Moodle web-page




Durrett, R. : Probability: theory and examples.

Cambridge Series in Statistical and Probabilistic Mathematics 2010


Every one is invited to also participate at the moodle course "Introductory to Master in Mathematics WS 2020".


The participant is assumed to have a reasonable grasp of 
probability theory, analysis, functional analysis and measure theory.


Written or oral exam


The purpose of this course is to treat in details selected fundamentals of modern probability theory. The focus is in particular on limit theorems including the strong law of large numbers and Lindeberg central limit theorem, and on discrete-time processes like martingales, as well as basic results on Brownian motion. Various examples will be considered.

The participant is assumed to have a reasonable grasp of probability, analysis, functional analysis and measure theory.

This lecture is appropriate for Master students in Mathematics and for advanced Bachelor students in Mathematics. It also adresses to students of Data Science, informatics and physics. 

It is part of both profiles "Mathematical modelling and data analysis" and "Structures of Mathematics with physical background" in the course of studies Master of Science Mathematics.


This lecture is appropriate for Master students in Mathematics and for advanced Bachelor students in Mathematics.

It also adresses to students of Data Science, Informatics and Physics. 

Keine Einordnung ins Vorlesungsverzeichnis vorhanden. Veranstaltung ist aus dem Semester WiSe 2020/21 , Aktuelles Semester: WiSe 2021/22