15SS Probability Theory

News

Welcome! Here you find the latest information and material for the course Probability Theory at University of Trier during the summer term 2015.

The download material is password protected. I will give you the login details in the lecture.

You can check whether you have attained the qualification for the exams from the exercise sheets in Ms. Karpa's office (E130). 

General Information

In this course we cover the foundations of Probability Theory. As a prerequisite, you are expected to be familiar with

(a) Elementary Probability (e.g., as in the BSc course Wahrscheinlichkeitsrechnung).

(b) Measure and Integration Theory (e.g., as in the BSc course Maß- und Integrationstheorie).

There are two lectures per week on

Course Material

The current version of the lectures notes is available here. An index of frequently used notation is available here.

To brush up on your knowledge of measure theory and to check notation, you may wish to consult my lecture notes Maß und Integration on measure and integration theory. You can download them here.

Below you find some illustrations from the lecture. To reproduce the simulations and tweak them yourself, please download the Matlab code!

Tutorials and Exercise Groups

We offer a tutorial to discuss questions concerning the lecture and, in particular, the measure-theoretic background. The tutorial will be held by Mr. Schorn on

You are also expected to hand in solutions to exercises. Mr. Schulz is responsible for the exercise groups, which will take place

Exercise sheets and other relevant material will be made available through Stud.IP. You can hand in your solutions in groups of 2 persons. To qualify for the final exam, you are required to attain 50% of the points.

Below you find the exercise sheets:

Examinations

Oral exams are scheduled for

Please register in Ms. Karpa's office (E113).

Note: To qualify for the exam in Probability Theory, you have to earn a "pass" on the course Wahrscheinlichkeitsrechnung as a prerequisite.