Theoretical and Mathematical Physics

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WP32 Probability Theory (ME1)

The module discusses supplements to measure theory, Borel-Cantelli, 0-1-law, additions to the laws of large numbers and to the central limit theorem, large deviations, law of iterated logarithm, conditional expectations and stochastic kernels, martingales, limit theorems. The module conveys familiarity with the measure theoretic construction of probability theory and the fundamental limit theorems as well as the ability to understand advanced topics in stochastics.
  • SS
  • 9ECTS