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Alain-Sol Sznitman: Catalogue data in Autumn Semester 2016

Name Prof. Dr. Alain-Sol Sznitman
FieldMathematik
Address
Professur für Mathematik
ETH Zürich, HG G 36.2
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telephone+41 44 632 34 15
Fax+41 44 632 10 85
E-mailalain-sol.sznitman@math.ethz.ch
URLhttp://www.math.ethz.ch/~alains
DepartmentMathematics
RelationshipProfessor Emeritus

NumberTitleECTSHoursLecturers
401-3601-00LProbability Theory
This course counts as a core course in the Bachelor's degree programme in Mathematics. Holders of an ETH Zurich Bachelor's degree in Mathematics who didn't use credits from none of the three course units 401-3601-00L Probability Theory, 401-3642-00L Brownian Motion and Stochastic Calculus resp. 401-3602-00L Applied Stochastic Processes for their Bachelor's degree still can have recognised this course for the Master's degree.
Furthermore, at most one of the three course units
401-3461-00L Functional Analysis I
401-3531-00L Differential Geometry I
401-3601-00L Probability Theory
can be recognised for the Master's degree in Mathematics or Applied Mathematics.
10 credits4V + 1UA.‑S. Sznitman
AbstractBasics of probability theory and the theory of stochastic processes in discrete time
ObjectiveThis course presents the basics of probability theory and the theory of stochastic processes in discrete time. The following topics are planned:
Basics in measure theory, random series, law of large numbers, weak convergence, characteristic functions, central limit theorem, conditional expectation, martingales, convergence theorems for martingales, Galton Watson chain, transition probability, Theorem of Ionescu Tulcea, Markov chains.
ContentThis course presents the basics of probability theory and the theory of stochastic processes in discrete time. The following topics are planned:
Basics in measure theory, random series, law of large numbers, weak convergence, characteristic functions, central limit theorem, conditional expectation, martingales, convergence theorems for martingales, Galton Watson chain, transition probability, Theorem of Ionescu Tulcea, Markov chains.
Lecture notesavailable, will be sold in the course
LiteratureR. Durrett, Probability: Theory and examples, Duxbury Press 1996
H. Bauer, Probability Theory, de Gruyter 1996
J. Jacod and P. Protter, Probability essentials, Springer 2004
A. Klenke, Wahrscheinlichkeitstheorie, Springer 2006
D. Williams, Probability with martingales, Cambridge University Press 1991
401-4600-66LStudent Seminar in Probability Restricted registration - show details
Limited number of participants.
Registration to the seminar will only be effective once confirmed by email from the organizers.
4 credits2SA.‑S. Sznitman, J. Bertoin, P. Nolin, W. Werner
Abstract
Objective
ContentThe seminar is centered around a topic in probability theory which changes each semester.
Prerequisites / NoticeThe student seminar in probability is held at times at the undergraduate level (typically during the spring term) and at times at the graduate level (typically during the autumn term). The themes vary each semester.

The number of participants to the seminar is limited. Registration to the seminar will only be effective once confirmed by email from the organizers.
401-5600-00LSeminar on Stochastic Processes Information 0 credits1KJ. Bertoin, A. Nikeghbali, P. Nolin, B. D. Schlein, A.‑S. Sznitman, W. Werner
AbstractResearch colloquium
Objective