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.
Supplementary chapters in probability theory such as random walk and the Wiener process, local time, inveriance principles, laws of the iterated logarithm, moment problem, exchangeability, infinitele divisible laws, probabilties on topological structures
Lecture
Beginn der LV 6.10.2020
exam
Not necessary
measure theory
