Advanced Probability Theory

WS 2014/2015

Link zur DEUTSCHEN FASSUNG

TUGonline links: VO and UE
Organisation of the exercise classes:
Wolfgang Woess
E-mail:
woess@tugraz.at
Office:
Steyrergasse 30/III, Raum ST03198

Course

Lectures are slightly blocked
Exercise classes mainly every two weeks (2 hours each).

Main topics of the course:
Basics. Birkhoff's Ergodic Theorem and Law of Largen Numbers. Characteristic functions (=Fourier transform) and Central Limit Theorem. Conditional expectation and Martingale Convergence Theorem.
Further tpoics according to available time.

Language: Lectures - if desired (1 participant suffices) English, otherwise German.
Exercises - each participant German or English according to personal preference.

The exam for the course is oral; date to be fixed in contact with W. Woess.

Exercise classes

Registration for the exercises via TUGonline.

In case of de-registration: observe deadlines!


Schedule of exercise classes:
lecture room time
Seminar room C307 Wed. 10:15-11:55

Link to online checking system

Weekly exercises

Below you find links to the exercises to be prepared for the respective class. Every 2 weeks an exercise sheet (pdf) is made available online. The solved current exercises have to be marked at the latest on the days of the exercise classes by Wednesday 9:45 a.m. in the online checking system. Later marking, as well as written submission instead of participation, are NOT possible!

Day Beispiele
15.10.2014 Exercise sheet 1
29.10.2013 Exercise sheet 2
12.11.2014 Exercise sheet 3
26.11.2014 Exercise sheet 4
10.12.2014 Exercise sheet 5
14.01.2015 Exercise sheet 6
21.01.2015 Exercise sheet 7

Grading of the exercises

The Online checking system is applied. For every exercise, one of the participants who have marked it are called to explain it at the blackboard. For this, "blackboard points" are awarded, maximum number of points according to the exercise sheet. If it becomes apparent that the exercise was not prepared there are point subtractions; in repeated case up to 25% of the total of points.

From the total number of exercises plus the achievable blackboard points, the percentage of acutally marked corsses and achieved points is computed. are compVon der Gesamtzahl der Beispiele (=Kreuze) plus der jeweils erreichbaren Tafelpunkte

final mark percentage
1 ≥87,5%
2 ≥75%
3 ≥62,5%
4 ≥50%

Online checking system

The website of the online checking system can be found here zu finden. At the first login, a password has to be required, which is sent to the email address resulting from TUGonline. The solved exercises of the current week have to be marked online on the day of the respective exercise class (Wednesday) before 9:45 a.m. The list of participants is generated automatically from the TUGonline inscriptions.



Erstellt am 14. Oktober 2014.

Impressum:
Für den Inhalt verantwortlich: Wolfgang Woess
Institut für Mathematische Strukturtheorie (Math C)
TU Graz, Steyrergasse 30, A-8010 Graz