Wahrscheinlichkeitstheorie II 2014/15

Lecturer: Prof. Dr. Martin Hutzenthaler.
Lectures: Tuesdays, 10:15-12:00 (@ WSC-S-U-3.03) + Thursdays 10:15-12:00 (room WSC-S-U-3.03).
Exercises: Dr. Anton Klimovsky.
Tutorial classes: Tim Schönberger, Tuesdays, 8:30-10:00 (@ WSC-S-U-3.03).

Course

Check out the main course page.

Exercises

• Sheet #0. Recap of some building blocks from Probability Theory I.
• Sheet #1. Filtrations and stopping times.
• Sheet #2. Martingales.
• Sheet #3. Optional Sampling.
• Sheet #4. Martingale convergence theorems.
• Sheet #5. Martingale convergence theorems II.
• Sheet #6. Backwards martingales and exchangeability.
• Sheet #7. Weak convergence.
• Sheet #8. Weak convergence and exchangeability.
• Sheet #9. More on weak convergence.
• Sheet #10. Probability measures on product spaces.
• Sheet #11. Characteristic functions.
• Sheet #12. Central limit theorem and friends.
• Practice exam.