- Lecturer:
- Alain-Sol Sznitman
- Coordinator:
- Dániel Bálint
- Time and Location:
- Tuesday 10:15 -- 12:00 and Thursday 10:15 -- 12:00 in HG D 1.2

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.

time | room | assistant | students |
---|---|---|---|

Tu 13-14 | HG F 26.5 | Angelo Abächerli | Afa-Fül |

Tu 13-14 | ML H 41.1 | Zhouyi Tan | Gan-Math |

Tu 14-15 | HG F 26.5 | Angelo Abächerli | Meh-Schu |

Tu 14-15 | ML H 41.1 | Dániel Bálint | Schü-Zur |

The exercise sheets will be published on Monday in the table below as well as distributed on Tuesday during the lecture. The exercises then will be discussed during the exercise class, and turned in a week later. Submitting exercise sheets is possible either in the exercise class or in HG G 53 by placing it into the tray of the corresponding assistant. Corrected exercise sheets will be distributed one week later in the exercise classes, or can be picked up in HG G 53 afterwards.

exercise sheet | deadline | solution |
---|---|---|

sheet 1 | 1. October 2019 | solution 1 |

sheet 2 | 8. October 2019 | solution 2 |

sheet 3 | 15. October 2019 | solution 3 |

sheet 4 | 22. October 2019 | solution 4 |

sheet 5 | 29. October 2019 | solution 5 |

sheet 6 | 05. November 2019 | solution 6 |

sheet 7 | 12. November 2019 | solution 7 |

sheet 8 | 19. November 2019 | solution 8 |

sheet 9 | 26. November 2019 | solution 9 |

sheet 10 | 03. December 2019 | solution 10 |

sheet 11 | 10. December 2019 | solution 11 |

sheet 12 | 17. December 2019 | solution 12 |

sheet 13 | 19. December 2019 | solution 13 |

- R. Durrett, Probability: Theory and examples, Duxbury Press 1996. Chapter 1 and Appendix A of this book contain a summary of measure theory. (Online Version)
- H. Bauer, Wahrscheinlichkeitstheorie, 4. Auflage, de Gruyter Lehrbuch 1991
- J. Jacod and P. Protter, Probability essentials, Springer 2004 (Online Version)
- A. Klenke, Wahrscheinlichkeitstheorie, Springer 2008 (Online Version)
- D. Williams, Probability with martingales, Cambridge University Press 1991 (Online Version)