Department Mathematik
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                              Modern Discrete Probability

                                            Winter semester 2023/24

The course is designed for Master students in Mathematics who have completed a course in Probability theory.

Lecturer:  Dr. Umberto De Ambroggio and Dr. Tamás Makai

Content: The aim of this course is to introduce students to the fundamental tools of modern discrete probability and demonstrate their usefulness by means of several applications.
The methods presented during the course include:

  • First and second moment method,
  • Tail bounds,
  • Martingales,
  • Couplings,
  • Branching Processes.

Lecture: Mon and Wed 12-14 in room B252

Exercise: Fri 12-14 in room B252

Applicable Modules:

  • Master in Mathematics: Advanced Topics in Probability (WP27);
  • Master in Financial and Insurance Mathematics: Advanced Topics in Mathematics A (WP12), Elective Topics in Statistics and Probability (WP20).

Registration: Sign up for this course via MOODLE, with the enrollment key MDP.
  All further communication is provided solely via moodle.

Exam: We plan an oral exam in February 2024.

Literature: We will be closely following the book Modern Discrete Probability: An Essential Toolkit by Sebastien Roch.