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This entry is from Winter semester 2020/21 and might be obsolete. You can find a current equivalent here.

Probability Theory
(dt. Wahrscheinlichkeitstheorie)

Level, degree of commitment Specialization module, compulsory elective module
Forms of teaching and learning,
workload		 Lecture (4 SWS), recitation class (2 SWS),
270 hours (90 h attendance, 180 h private study)
Credit points,
formal requirements		 9 CP
Course requirement(s): Successful completion of at least 50 percent of the points from the weekly exercises.
Examination type: Written or oral examination
Language,
Grading		 German,
The grading is done with 0 to 15 points according to the examination regulations for the degree program M.Sc. Business Mathematics.
Duration,
frequency		 One semester,
each winter semester
Person in charge of the module's outline Prof. Dr. Hajo Holzmann

Contents

The basic concepts of probability theory, based on measure and integration theory, are discussed, in particular

  • General probability spaces, random variables
  • Independence, laws of large numbers
  • weak convergence, characteristic functions and central limit theorem
  • conditional expectations, conditional distributions, martingales
  • stochastic processes, in particular Brownian motion


Qualification Goals

The students shall

  • learn the basics of probability theory in a mathematically rigorous way, based on measure theory,
  • practice mathematical methods (development of mathematical intuition and its formal justification, training of the ability to abstract, proof methods),
  • improve their oral communication skills in the recitation classes by practicing free speech in front of an audience and during discussion.

Prerequisites

None. The competences taught in the following modules are recommended: either Foundations of Mathematics and Linear Algebra I and Linear Algebra II or Basic Linear Algebra, either Analysis I and Analysis II or Basic Real Analysis, Measure and Integration Theory, either Elementary Stochastics [Bachelor Module] or Elementary Stochastics [Lehramt Module].


Applicability

Module imported from M.Sc. Business Mathematics.

It can be attended at FB12 in study program(s)

  • B.Sc. Mathematics
  • B.Sc. Business Mathematics
  • M.Sc. Data Science
  • M.Sc. Computer Science
  • M.Sc. Mathematics
  • M.Sc. Business Mathematics
  • LAaG Mathematics

When studying M.Sc. Mathematics, this module can be attended in the study area Specialization Modules in Mathematics.

The module is assigned to Applied Mathematics. Further information on eligibility can be found in the description of the study area.


Recommended Reading

  • Bauer, H., „Wahrscheinlichkeitstheorie“, de Gruyter 2004.
  • Billingsley, P., „Probability and Measure“, John Wiley & Sons 1995
  • Durrett, R., „Probability Theory and Examples“, Wadsworth & Brooks 1991
  • Klenke, A., „Wahrscheinlichkeitstheorie“, Springer 2008



Please note:

This page describes a module according to the latest valid module guide in Winter semester 2020/21. Most rules valid for a module are not covered by the examination regulations and can therefore be updated on a semesterly basis. The following versions are available in the online module guide:

The module guide contains all modules, independent of the current event offer. Please compare the current course catalogue in Marvin.

The information in this online module guide was created automatically. Legally binding is only the information in the examination regulations (Prüfungsordnung). If you notice any discrepancies or errors, we would be grateful for any advice.