WS 2011/2012, Universität Bielefeld
Probability Theory 240111
Lectures
19.09.2011 - 09.10.2011
- Mondays 16:15-17:45 in V2-213 (03.10.2011 is a public holiday and there is no lecture)
- Tuesdays 16:15-17:45 in V2-105/115
- 06.10.2011 (Thursday) 16:15-17:45 in V2-213
10.10.2011 - 23.12.2011
- Mondays 16:15-17:45 in V2-200
- Tuesdays 16:15-17:45 in V2-200 (01.11.2011 is a public holiday and there is no lecture)
- 13.10.2011 (Thursday) 16:15-17:45 in V4-116
- 03.11.2011 (Thursday) 16:15-17:45 in H1
Recommended textbook:
Jacod, J. and Protter, P., Probability Essentials, 2nd edition (corrected 2nd printing), Springer, 2004. [Chapters 1-21]
Other useful references:
Rudin, W., Real and Complex Analysis, 3rd edition, McGraw-Hill, 1987. [Chapters 1, 3 and 8]
Dudley, R. M., Real Analysis and Probability, Cambridge University Press, 2002. [Chapters 3, 4, 8 and 9]
Exams
- Midterm Exam: 08.11.2011 (Tuesday) 16:00-17:50 (Sharp) in V2-200
Exam coverage
- Lecture note: Chapters 0, 1 and 2 (Sections 2.5 and 2.7 excluded)
- Problem sets: all Problems and all Exercises up to Problem set 8
- Final Exam: 20.12.2011 (Tuesday) 16:00-17:50 (Sharp) in V2-200
Exam coverage
- Lecture note: Section 2.7 and Chapters 3 and 4, with the following contents excluded:
Lemma 3.62, Section 3.6, Theorem 4.36, Lemma 4.37, Definition 4.40, Theorem 4.41, Proposition 4.42 and Theorem 4.43.
- Problem sets: all Problems and all Exercises from Problem set 9 to Problem set 13
- (The exam coverage in Midterm Exam is treated as prerequisites.)
Tutorials (Tutor: Wei Wei, office V4-233, mailbox 181 in V3-128)
19.09.2011 - 09.10.2011
- Tuesdays 18:00-19:30 in V4-119
10.10.2011 - 13.11.2011
- Fridays 12:30-14:00 in V5-148
- On 04.11.2011, 8:30-10:00 in U5-133 and not 12:30-14:00 in V5-148
14.11.2011 - 23.12.2011
- Fridays 12:00-13:30 in V5-148 (There is no tutorial on 23.12.2011.)
Lecture note
Please refer explicitly to this lecture note when quoting any part of it.
Naotaka Kajino
Department of Mathematics,
Graduate School of Science,
Kobe University,
Rokkodai-cho 1-1, Nada-ku, 657-8501 Kobe, Japan
Office: Faculty of Science Building B, Room B426
Tel: +81-78-803-5616
Fax: +81-78-803-5610
E-mail: nkajino ``at" math.kobe-u.ac.jp