Probability Theory II

Wintersemester 2016 / 2017

This lecture is the natural sequel to Wahrscheinlichkeitstheorie I, which was held in the last semester. It is primarily addressed to Master students, but may also be interesting to Bachelor students having a basic knowledge of probability theory. It is part of the Stochastic and Insurance Mathematics module. It is planned to hold the lecture in English. There will be a script online, which is updated subsequently, and additional literature is mentioned in the lecture.
Random Walk in 2D
Simple Random Walk in 2D


IMPORTANT NEWS! (last update: 6.4.17)


Exam dates:


Script

Lecture Notes (update: 13.02.17)


Evaluation of solutions

For every homework sheet there will be three to four exercises, but just the first three exercises can be handed in before the exercise class begins. The tutor will correct and hand them back in the next week. The other exercises will be discussed in class.

It is possible to hand in the solutions in groups of at most two students.

All exercises (even the non-rated) are relevant for the exam.


How many points are necessary?

In order to be able to write the exam - and if you don't have already the permission from former semesters ("Altzulassung") - you have to achieve at least 50 percent of all possible points from the sheets. If you have the mentioned permission, just hand in an "Altzulassung" during the semester to the assistant.

Exercise class

Exercise class takes place every Wednesday at 8 am in "Cohn-Vossen-Saal" of the MI. The first class takes place in the second week of the semester.

Homework sheets

Wie bearbeite ich sinnvoll ein Übungsblatt?


Contact: Lars Schmitz