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Artwork for Wahrscheinlichkeitstheorie, SS2016, Vorlesung

Wahrscheinlichkeitstheorie, SS2016, Vorlesung

Karlsruher Institut für Technologie (KIT)

Wahrscheinlichkeitstheorie, SS2016, Vorlesung

PublishesTwice weeklyEpisodes20Founded8 years ago
Language
German
Categories
EducationCourses

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Artwork for Wahrscheinlichkeitstheorie, SS2016, Vorlesung

Latest Episodes

20 | 0:00:00 Starten 0:00:10 Englische Zusammenfassung von Resultaten aus Lektion 19 0:08:08 Symmetrische Irrfahrt auf den ganzen Zahlen: Stoppen in der Höhe 1 0:20:31 Hauptlemma für symmetrische Irrfahrten auf den ganzen Zahlen 0:40:42 Die Waldsche ... more

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8 years ago

19 | 0:00:00 Starten 0:00:10 Englische Zusammenfassung von Begriffen und Resultaten aus Lektion 18 0:09:15 L2-Martingale haben orthogonale Zuwächse 0:12:25 Martingale und konvexe Funktionen liefern Submartingale 0:14:18 Spielsysteme 0:19:49 Martingal... more

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8 years ago

18 | 0:00:00 Starten 0:00:10 Englische Zusammenfassung wichtiger Begriffe und Resultate von Lektion 17 0:04:14 Diskussion (Filtration, Adaptiertheit, Stoppzeit) 0:10:19 Charakterisierung einer Stoppzeit 0:13:35 Summen, Maxima und Minima von Stoppzeit... more

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8 years ago

17 | 0:00:00 Starten 0:00:10 Englische Zusammenfassung wichtiger Resultate aus Lektion 16 0:07:08 Beispiel (Anwendung verschiedener Rechenregeln) 0:14:40 Faktorisierungslemma 0:25:32 Bedingte Erwartung E[X|Z], Faktorisierung von E[X|Z] 0:34:06 Beding... more

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8 years ago

16 | 0:00:00 Starten 0:00:10 Englische Zusammenfassung von Lektion 15: Bedingte Erwartung 0:06:14 Bedingte Erwartung als Orthogonalprojektion 0:25:31 Eigenschaften I (Linearität, Monotonie, iterierter E-Wert) 0:26:30 Nachweis der Existenz der bedingt... more

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8 years ago

15 | 0:00:00 Starten 0:00:10 Englische Zusammenfassung von Resultaten aus Lektion 14 0:04:24 Bedingte Verteilung bei gemeinsamer Dichte 0:18:11 Bedingte Verteilung bei gemeinsamer Dichte 0:20:23 Interpretation der bedingten Dichte 0:25:36 Bedingte Ve... more

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8 years ago

14 | 0:00:00 Starten 0:00:10 Englische Zusammenfassung von Begriffen und Resultaten aus Lektion 13 0:05:26 Satz von Fubini für Übergangswahrscheinlichkeiten 0:12:41 Bemerkungen zur Kopplung (Modellierungsaspekt, Zusammenhang mit bedingten W‘en) 0:22:... more

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8 years ago

13 | 0:00:00 Starten 0:00:10 Englische Zusammenfassung der wichtigsten Resultate von Lektion 12 0:04:56 Zentraler Grenzwertsatz von Ljapunov 0:11:20 Grenzverteilung der Anzahl der Rekorde in einer zufälligen Permutation 0:28:56 Anwendung: Test auf p=... more

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8 years ago

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