Probability Theory Fall 2018

Lecturer
Alain-Sol Sznitman
Coordinator
Chong Liu
Time and Location
Tuesday 10:15 -- 12:00 and Thursday 10:15 -- 12:00 in HG G 3

This course presents the basics of probability theory 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.

Lecture notes

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.

The exercise sheets will be published here on Monday as well as distributed on Tuesday during the lecture. The exercises will then be discussed during the exercise class, and turned in a week later.

If you cannot come to the exercise class, you may submit your work by dropping it in your assistant's tray located in HG G53-54 (please do so no later than the beginning of the respective exercise class). Solutions will be available on this page after the deadline for handing in.

exercise sheet due by solutions
Exercise 1 Oct. 02 Solution 1
Exercise 2 Oct. 09 Solution 2
Exercise 3 Oct. 16 Solution 3
Exercise 4 Oct. 23 Solution 4
Exercise 5 Oct. 30 Solution 5
Exercise 6 Nov. 06 Solution 6
Quiz Nov. 08 Quiz solution
Exercise 7 Nov. 13 Solution 7
Exercise 8 Nov. 20 Solution 8
Exercise 9 Nov. 27
Exercise 10 Dec. 04
Exercise 11 Dec. 11
Exercise 12 Dec. 18
Exercise 13

Exercise classes

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)

timeroomassistantstudents
Tu 13-14HG F 26.5 Daniel Balint (daniel.balint@math.ethz.ch) An-Gu
Tu 13-14ML H 41.1 Daniel Contreras Salinas (daniel.contreras@math.ethz.ch)Ha-Lang
Tu 14-15HG F 26.5 Daniel Balint (daniel.balint@math.ethz.ch) Lanz-Sa
Tu 14-15ML H 41.1 Chong Liu(chong.liu@math.ethz.ch) Sch-Zh

Self evaluation quiz

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).