Hasso-Plattner-Institut
Prof. Dr. Tobias Friedrich
 

(Advanced) Probability Theory

BSc/MSc Lecture - Winter 2023/24

Description

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.

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:

  • Tuesdays: 15:15-16:45 in HS3.
  • Wednesdays: 13:30:15-15:00 in HS3.

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

The lectures will be in physical presence if possible.

Lecture Team

The following persons are involved in this lecture:

Samuel Baguley

Lecturer

Office: K-2.06
Lecture: TBD
E-Mail: Samuel.Baguley(at)hpi.de

Dr. Andreas Göbel

Lecturer

Office: K-2.06
Lecture: TBD
E-Mail: Andreas.Goebel(at)hpi.de

Till Bergmann

Tutor

Gruppe:

Termin:

E-Mail: Till.Bergmann(at)student.hpi.uni-potsdam.de

Jakob Timm

Tutor

Gruppe:

Termin:

E-Mail: Jakob.Timm(at)student.hpi.uni-potsdam.de