Prof. Dr. Tobias Friedrich

(Advanced) Probability Theory

BSc/MSc Lecture - Winter 2022/23


This lecture will be held in English.

We will introduce pobability theory. We will introduce (formally) probability space, probability measure, 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.


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.


Students will be given homework in a bi-weekly basis. There will be a mid-term exam that equals to two homework sets. The successful hand in of homework is required for students to participate in the final exam.

The full grade will be determined by the final exam.

Timeslots and venue

The time slots for the lectures are:

  • Tuesdays: 13:30-15:00 at HS2.
  • Wednesdays: 15:15-16:45 at HS2.

If you intend to take this course, please register on the moodle.

The lectures will be in physical presence if possible. If that becomes no longer possible, the lectures will take place on zoom.