Probability Theory II

Summer Term 2024

Organisation

• The course materials are provided in English. The lecture will be in English if at least one non-German speaking student is attending.
• Register in MÜSLI if you are interested in attending the lecture.
• If you have any questions about the organization of the lecture, please contact Maximilian Siebel.

Contact

• Lecturer: Prof. Dr. Enno Mammen
• Assistant: Maximilian Siebel

Lecture

• Time: Wednesday (11–13 pm), Friday (11–13 pm)
• Room: INF 205 SR 7

Content of Lecture (subject to modifications)

The content of the lecture is separated into two parts. The first part will include Empirical Process Theory, the second (probably) Probability Theory on Metric Spaces.

Keywords are:

• Empirical Processes
• Sub-Gaussian Processes
• Concentration Inequalities
• Brownian Motion

Lecture Notes

• Lecture notes are published at irregular intervals.

Exercises Classes

• Please register for the exercise class via MÜSLI.
• Time: Tuesday (14 - 16 pm)
• Room: INF 205 SR 7

Exercises Sheets

The exercise sheets are published here every Thursday.

• Exercise Sheet I   

• Exercise Sheet II   

• Exercise Sheet III   

• Exercise Sheet IV   

• Exercise Sheet V   

• Exercise Sheet VI   

• Exercise Sheet VII   

• Exercise Sheet VIII   

• Exercise Sheet IX   

• Exercise Sheet X   

• Exercise Sheet XI   

• Exercise Sheet XII   

• Exam Prep   

Examination

For admission to the examination at the end of the semester, 50% of the points on the exercise sheets are sufficient. Further information on the examination will be announced during the semester.

Literature

• Klenke, A.: Probability Theory. Springer International Publishing (2020)
• Boucheron, S. & Lugosi, G. & Massart, P.: Concentration inequalities. Oxford Univ. Press (2013)
• van der Vaart, A.W. & Wellner, J.A.: Weak Convergence and Empirical Processes. Springer International Publishing (2023)

---