After successful completion of the course, students are able to explain important theorems and definitions from the topics listed below and to apply the methods of the field to solving selected problems.

Signed measures , Radon-Nikodym theorem, Lebesgue spaces, product spaces, transformation theorems, zero-one laws, conevrgence in distribution, central limit theorem, large deviations, law of the iterated logarithm, martingales

Lecture

written and oral exam;

Use Group Registration to register.

Kusolitsch: Maß- und Wahrscheinlichkeitstheorie, Springer, Ash: Probability and Measure Theory, Academic Press Billingsley: Probability and Measure, Wiley Capinski-Kopp: Measure,Integral and Probability, Springer Elstrodt: Maß- Integrationstheorie, Springer Halmos: Measure Theory, Springer