Probability Theory

(Advanced) Probability Theory

MSc Lecture - Summer 2025

Links

Courses Master, Computer Science

Description

This lecture will be held in English.

This is a mathematical lecture in which we will introduce (formally) probability spaces, probability measures, random events and random variables. We will talk about expectaion and variance of a random variable. We will look at concentration barriers as well as general techniques for estimating probabilities. We will cover discrete as well as continuous probability distributions. We will also cover stochastic processes and martingales.

Requirements

The course requires mathematical curiosity, interest in solving riddles and basic understanding of mathematical notation and language. No knowledge in probabilities is required as this will be introduced completely in the lecture.

Timeslots and venue

The time slots for the lectures are:

• Mondays: 13:30-15:00 in K-2.04, Lecture.
• Wednesdays: 15:15-16:45 in K-1.02, Tutorial.

Lecture Team

The following persons are involved in this lecture: