s23-probability-theory/inputs/intro.tex

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2023-05-10 18:56:36 +02:00
These are my notes on the lecture probability theory, taught by Prof.~\textsc{Chiranjib Mukherjee}
in the summer term 2023 at the University Münster.
\begin{warning}
This is not an official script.
The official lecture notes can be found on the Learnweb.
\end{warning}
These notes contain errors almost surely.
If you find some error or want to improve something, send me a message: \texttt{probabilitytheory@jrpie.de}.
Topics of this lecture:
\begin{enumerate}[(1)]
\item Limit theorems: Laws of large numbers and the central limit theorem for i.i.d.~sequences,
\item Conditional expectation and conditional probabilities,
\item Martingales,
\item Markov chains.
\end{enumerate}