WS 2012/2013, Universität Bielefeld

Probability Theory 240111


This lecture course starts on 17.09.2012 (Monday).

17.09.2012 - 07.10.2012 08.10.2012 - 21.12.2012
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]


Tutorials (Tutor: Holger Sambale, office V5-122, mailbox 223 in V3-128)

17.09.2012 - 21.12.2012

Lecture note

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

Problem sets

Each student is supposed to submit his/her solutions to the following sets of problems.
The deadlines are specified at the beginning of each problem set. There are two types of problems:
Problems and Exercises. In each submission of solutions, all Problems are required to be answered
unless otherwise stated, whereas Exercises are only additional and solutions to them are not required.

IMPORTANT: In order to be admitted to the final exam, each student has to obtain in total more than A/2 points by
submitting his/her solutions to the problem sets
, where A denotes the sum of points assigned to mandatory problems.

Remark: for submission of solutions to the problem sets, discussion with other students is allowed, but
DO NOT COPY the solutions of others. Please write your solutions BY YOURSELF, IN YOUR WORDS.
Also it is NOT allowed to submit solutions as a joint work of two or more students. EACH student is supposed
to submit his/her solutions written in his/her own words.

Points for problem sets:
10 points are assigned to each section of Problems and 15 points to each section of Exercises unless otherwise stated.

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"