Literatur |
- A. N. Shiryaev, Probability, volume 95 of Graduate Texts in Mathematics. Springer, 2nd edition, 1996
- P. Bremaud, Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues, voume 31 of Texts in Applied Mathematics. Springer, corrected 2nd printing, 2001
- D. Williams, Probability with Martingales, Cambridge University Press, 1991
- J. Jacod and P. Protter, Probability Essentials, Springer, 2nd edition, 2003
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Lerninhalte |
1. Foundations of the theory of stochastic processes
2. Sequences of independent random variables, random walks, arcsine-law, zero-one laws, onvergence of series of independent random variables, the strong law of large numbers, etc.
3. Conditional expectation revisited.
4. Markov chains
5. Martingales |