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Applied Stochastics

Probability 2

08001400 · Stochastik 2

Lecturer: Prof. Dr. Markus Bibinger

Tutor: Patrick Bossert

Student assistants: Eva Guter and Clara Herzog (contact via WueCampus)

  • Date and location: The course will be online. There are asynchronous lecture videos provided via WueCampus. There is also a synchronous part of the lecture via zoom.
  • Start: 14.04.2021, 10:15 Uhr
  • Exercises (Vst.-Nr.  0803305): Monday, 12:15-13:45, for parallel group 1, and Tuesday, 14:15-15:45,  for parallel group 2. Note: the tutorial will be online via zoom.
  • Exams: Written exam on Friday, 23th July 2021, 12:00-15:00 pm, place: Turing lecture room.
  • Registration for the exam: Via WueStudy, registration period will be announced.
  • Language: German

Contents of the lecture:

This course builds upon the course Stochastik 1. We consider the fundamental concepts of probability based on measure and integration theory. Topics of the course include

  • Probability spaces, random variables and independence
  • Laws of large numbers
  • Modes of convergence in probability
  • Characteristic functions
  • Central limit theorem
  • Random vectors and matrices
  • Multivariate normal distribution
  • Elements of statistics

Requirements: Stochastik 1


  • Billingsley, P.: Probability and Measure, John Wiley & Sons, 1995.
  • Durrett, R.: Probability Theory and Examples, Wadsworth & Brooks, 1991.
  • Feller, W.: An Introduction to Probability Theory and Its Applications, Volume 1, Wiley, 1968.
  • Feller, W.: An Introduction to Probability Theory and Its Applications, Volume 2, Wiley, 1971.
  • Jacod, J. and P. Protter: Probability Essentials, Springer, 2000.
  • Klenke, A.: Wahrscheinlichkeitstheorie, Springer, 2008.


(1) Registration (Vst.-Nr. 08001450) in WueStudy is required!

(2) Materials (lecture notes, videos, exercise sheets) via WueCampus (Link ).