Alain-Sol Sznitman: Catalogue data in Autumn Semester 2015

Name Prof. em. Dr. Alain-Sol Sznitman
FieldMathematik
Address
Dep. Mathematik
ETH Zürich, HG G 50.1
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telephone+41 44 633 81 48
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 Theory10 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
401-4600-65LStudent Seminar in Probability: Gaussian Processes on Trees Information 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, A. Knowles, P. Nolin, W. Werner
AbstractThe seminar will discuss results concerning branching Brownian motion.
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. Knowles, A. Nikeghbali, P. Nolin, B. D. Schlein, A.‑S. Sznitman, W. Werner
AbstractResearch colloquium
Objective