SRW - History of Probability
Wintersemester / winter term 2023/24
Modul | Mathematik-Master Modul SRW: Scientific research and writing |
Dozent / Lecturer | Prof. Dr. René Schilling |
Umfang / contact | 2+0 |
OPAL | OPAL-Course (please register) |
Ort / venue |
Hybrid: Z21/381 und ZOOM |
Zeit / time | Thu 6DS = 16:40 - 18:10 |
Übungen / tutorials | n/a |
Beginn / begin | first week of term |
Niveau / level | Master / MSc, Promotion / PhD |
Unterrichtssprache / language: |
English |
Prüfung / exam |
n/a - the seminar part of this WIA will be on Lévy Processes in the following semester Ort & Zeit / Venue & Time: n/a |
Prüfungsamt / exam office |
Homepage Aktuelles |
Prerequisites
Recommended but not mandatory: Probability theory at BSc-Level, roughly Chapter V in [DC]
Content
In these lectures we describe and discuss the history of probability theory from the earliest beginnings until ca. 1930. We focus both on history and (historically) fundamental problems, describing their original and modern solutions - and their influence on modern probability theory. Some basic knowledge of probability theory is recommended to appreciate these lectures. Nevertheless the interested novice ("Hörer aller Fakultäten" - Studium Generale) is most welcome to attend.
The lectures will be hybrid, i.e. both in presence and at the same time on zoom. The zoom link is available via OPAL (for TUD students) or on request via e-mail.
Recommended Reading
- [DC] (lecture notes) Schilling:
Measure, Integral, Probability, & Processes. Amazon Kindle Self-Publishing, Dresden 2021. ISBN: 979-8-5991-0488-9
[www.tinyurl.com/rlscourse] - Further literature will be announced here and in the course.
Online material
- Online material on Dropbox. The link will be announced in the lectures
Prof. Dr. René Schilling
Send encrypted mail via the SecureMail portal (for TUD external users only).
Visiting address:
Bürogebäude Z21, room 326.2 Zellescher Weg 25
01217 Dresden