This course covers the laws of large numbers and central limit theorems for sums of independent random variables




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18,175 Theory of Probability
Frühjahr 2007
 
Polya's Urne Modell. (Foto von Prof. Dmitri Panchenko.)
Kurs-Highlights
Dieser Kurs bietet detaillierte Vortrags-Banknoten und-Problems setzt auf Aufträge.
Kursbeschreibung
Dieser Kurs umfasst die Gesetze der großen Zahlen und zentrale Limit theorems für Summen unabhängiger Zufallsvariablen. Es analysiert auch Themen wie die Konditionierung und Martingale, die Brownsche Bewegung und die Elemente der Diffusions-Theorie.

 

 
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