## WS 2011/2012, Universität Bielefeld

## Probability Theory 240111

### Lectures

19.09.2011 - 09.10.2011
- Mondays 16:15-17:45 in V2-213 (03.10.2011 is a public holiday and there is no lecture)
- Tuesdays 16:15-17:45 in V2-105/115
- 06.10.2011 (Thursday) 16:15-17:45 in V2-213

10.10.2011 - 23.12.2011
- Mondays 16:15-17:45 in V2-200
- Tuesdays 16:15-17:45 in V2-200 (01.11.2011 is a public holiday and there is no lecture)
- 13.10.2011 (Thursday) 16:15-17:45 in V4-116
- 03.11.2011 (Thursday) 16:15-17:45 in H1

**Recommended textbook:**

Jacod, J. and Protter, P., Probability Essentials, 2nd edition (corrected 2nd printing), Springer, 2004. [Chapters 1-21]

**Other useful references:**

Rudin, W., Real and Complex Analysis, 3rd edition, McGraw-Hill, 1987. [Chapters 1, 3 and 8]

Dudley, R. M., Real Analysis and Probability, Cambridge University Press, 2002. [Chapters 3, 4, 8 and 9]
### Exams

- Midterm Exam: 08.11.2011 (Tuesday) 16:00-17:50 (Sharp) in V2-200

Exam coverage
- Lecture note: Chapters 0, 1 and 2 (Sections 2.5 and 2.7 excluded)
- Problem sets: all Problems and all Exercises up to Problem set 8

- Final Exam: 20.12.2011 (Tuesday) 16:00-17:50 (Sharp) in V2-200

Exam coverage
- Lecture note: Section 2.7 and Chapters 3 and 4, with the following contents excluded:

Lemma 3.62, Section 3.6, Theorem 4.36, Lemma 4.37, Definition 4.40, Theorem 4.41, Proposition 4.42 and Theorem 4.43.
- Problem sets: all Problems and all Exercises from Problem set 9 to Problem set 13
- (The exam coverage in Midterm Exam is treated as prerequisites.)

### Tutorials (Tutor: Wei Wei, office V4-233, mailbox 181 in V3-128)

19.09.2011 - 09.10.2011
- Tuesdays 18:00-19:30 in V4-119

10.10.2011 - 13.11.2011
- Fridays 12:30-14:00 in V5-148
- On 04.11.2011, 8:30-10:00 in U5-133 and not 12:30-14:00 in V5-148

14.11.2011 - 23.12.2011
- Fridays 12:00-13:30 in V5-148 (There is no tutorial on 23.12.2011.)

### Lecture note

Please refer explicitly to this lecture note when quoting any part of it.

Naotaka Kajino

Department of Mathematics,
Graduate School of Science,
Kobe University,

Rokkodai-cho 1-1, Nada-ku, 657-8501 Kobe, Japan

Office: Faculty of Science Building B, Room B426

Tel: +81-78-803-5616

Fax: +81-78-803-5610

E-mail: nkajino ``at" math.kobe-u.ac.jp