This course presents the basics of probability and the theory of stochastic processes in discrete time. The following topics are planned: Basics in measure theory, random series, law of large numbers, weak convergence, characteristic functions, central limit theorem, conditional expectation, martingales, convergence theorems for martingales, Galton Watson chain, transition probability, Theorem of Ionescu Tulcea, Markov chains.
An electronic version of the lecture notes will be available for registered students.
A printed version will be available for purchase (CHF 15) upon sufficient demand.
First exercise class: Tuesday Sep. 25.
Office hours ("Praesenz''): Mondays and Thursdays 12:00 - 13:00 in HG G 32.6
Time and places:(provisional)
| time | room | assistant | students |
|---|---|---|---|
| Tu 13-14 | HG F 26.5 | Daniel Balint (daniel.balint@math.ethz.ch) | An-Gu |
| Tu 13-14 | ML H 41.1 | Daniel Contreras Salinas (daniel.contreras@math.ethz.ch) | Ha-Lang |
| Tu 14-15 | HG F 26.5 | Daniel Balint (daniel.balint@math.ethz.ch) | Lanz-Sa |
| Tu 14-15 | ML H 41.1 | Chong Liu(chong.liu@math.ethz.ch) | Sch-Zh |
Self evaluation quiz (during the lecture): 10:15 - 11:15, Thursday, November 08.
The online versions are available online via NEBIS.
These books are available as "Praesenzexemplare" in the mathematics library (HG G 7).