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 25, 2017
- 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
Exercise sessions
- Organisation of the exercise sessions: Dr. Diana Conache
- Please sign up for one of the exercise groups in TUM-Online. This is necessary in order to obtain access to moodle.
- The exercise sessions start in the week of May 2, 2017.
- Time and location of the exercise sessions:
Group time location tutor language 1 Wed, 08:00-10:00 MI 03.10.011, Garching-Forschungszentrum Diana Conache to be determined in the first exercise session 2 Wed, 12:00-14:00 MW 0234, Garching-Forschungszentrum Diana Conache to be determined in the first exercise session 3 Thu, 08:00-10:00 MI 03.10.011, Garching-Forschungszentrum Diana Conache to be determined in the first exercise session 4 Thu, 10:00-12:00 5507.03.707, Garching-Forschungszentrum Katharina Eichinger to be determined in the first exercise session 5 Thu, 12:00-14:00 BC2 0.01.05, Parkring 37-35, Garching-Hochbrück Felizitas Weidner to be determined in the first exercise session 6 Thu, 16:00-18:00 MI 02.08.020, Garching-Forschungszentrum Felizitas Weidner to be determined in the first exercise session 7 Fri, 10:00-12:00 MI 03.06.011, Garching-Forschungszentrum Gerald Bösing to be determined in the first exercise session 8 Fri, 10:00-12:00 MI 03.10.011, Garching-Forschungszentrum Nannan Hao to be determined in the first exercise session - Two special exercise sessions will be held on Tuesday, May 23rd, and Tuesday, June 13th, in BC2 3.5.06, Parkring 37-35, Garching-Hochbrück, from 16:00 to 18:00 pm.
Homework
- Every week you will be assigned a problem sheet (homework) or an e-test. You will have access to it via 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 18:00 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 two weeks 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 and you score at least 50% of the sum of all points which can be achieved in the e-tests, 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.