Probability theory [MA2409]
Lecture
- Lecturer: Prof. Dr. Silke Rolles
- Time and location of the lecture:
Tuesday 8:15 – 9:45 BC2 0.01.17, Hörsaal (8102.EG.117), Parkring 35-39, Garching-Hochbrück Friday 8:30 – 10:00 Interims Hörsaal 1, Garching-Forschungszentrum - First lecture: Tuesday, April 12, 2016
- Prerequisites: Maß- und Integrationstheorie (MA 2003) and Einführung in die Wahrscheinlichkeitstheorie (MA 1401)
- Literature: The books will be on reserve in the library (Semesterapparat).
- Measure theory:
- M. Brokate, G. Kersting: Maß und Integral, Birkhäuser, 2010. Link to the ebook
- The appendix of R. Durrett: Probability: theory and examples, fourth edition, Cambridge University press, 2010.
- Probability theory:
- P. Billingsley: Probability and measure, third edition, Wiley, 1995.
- K.L. Chung: A course in probability theory, third edition, Academic Press, 2001.
- R. Durrett: Probability: theory and examples, fourth edition, Cambridge University press, 2010. Link to the ebook
- A. Gut: Probability: A graduate course, second edition, Springer, 2013. Link to the ebook
- A. Klenke: Wahrscheinlichkeitstheorie, 3. Auflage, Springer, 2013. Link to the ebook
- A. Klenke: Probability theory, Springer, second Edition, 2014. Link to the ebook
- D. Williams: Probability with martingales, Cambridge University Press, 2005. Link to the ebook
- Measure theory:
Final exams
- Time and place: see TUM-Online
- Remark on the exam: calculators, lecture notes, etc. are not allowed
Homework
- Homework will be assigned every week. Every Tuesday a problem sheet will be published in moodle. You should try to solve all homework problems. Your solutions can be written in German or in English. Groups of up to 2 students can hand in their solutions together. Please use the provided cover, and put your solutions in the mailbox "probability theory" in the basement of the mathematics building. Your homework is due on Tuesday at 13:00 one week after it was assigned. Please note that only hand-written homework is accepted. No submission per email is allowed.
- Graded homework will be returned during the exercise sessions one week after it was handed in. Homework which is not picked up during the exercise sessions can be found in the shelf located on the right-hand side after the first glass door in building part 03.12. of the MI building.
- Grades on homework: Each exercise is graded from 0 to 4 points, where 4 stands for a perfect solution, 3 for few minor mistakes or missing arguments, 2 for major lacks and 1 for reasonably worked out. If an exercise consists of several parts, each of them has to be worked out reasonably for the whole exercise to count as reasonably worked out. Please check your grade on the homework in moodle. If you disagree with the number of points you obtained, please contact Dr. Diana Conache as soon as possible and at the latest one week after the homework assignment was returned.
- Final grade: The final grade is the grade obtained in the final exam plus a possible bonus. If 70% of all homework problems are reasonably worked out, then you get a bonus: If you pass one of the final exams (i.e. your grade is 4.0 or better), then your grade is improved by 0.3 (for example 4.0 becomes 3.7, 3.7 becomes 3.3, 3.3 becomes 3.0 etc.). A grade of 1.0 is not changed.