Solving "Stochastik" by H.-O. Georgii

The classic probability and statistics book of Georgii, at least in Germany, was used for both the course and some of the homework exercises during an introductory probability course I took in university. It’s very rich both in the magnitude and wealth of concepts and results it presents including probability theory and mathematical statistics. While reviewing probability theory, I thought about truly working through it as thoroughly as possible. Not the least because it’s probability theory I most often come across professionally compared to the mainly theoretical results I picked up about (partial) differential equations and functional analysis. As the book poses close to 300 exercises, there is a lot of work ahead.

Please do not hesitate and send me a message in case you find any kind of error in any of the material.

I would like to stress again that these are solution attempts and work in progress for some time to come.

Solutions

Part I: Regarding Probability Theory

• Chapter $1$:   $\color{green} \textbf{21 / 21}$   [Solutions]
• Chapter $2$:   $\color{green} \textbf{16 / 20}$   [Solutions]
• Chapter $3$:   $\color{orange} \textbf{10 / 33}$   [Solutions]
• Chapter $4$:   $\color{red} \textbf{0 / 27}$  
• Chapter $5$:   $\color{red} \textbf{0 / 32}$  
• Chapter $6$:   $\color{red} \textbf{0 / 28}$  

Part II: Regarding Statistics

• Chapter $7$:   $\color{red} \textbf{0 / 31}$  
• Chapter $8$:   $\color{red} \textbf{0 / 21}$  
• Chapter $9$:   $\color{red} \textbf{0 / 19}$  
• Chapter $10$:   $\color{red} \textbf{0 / 25}$  
• Chapter $11$:   $\color{red} \textbf{0 / 21}$  
• Chapter $12$:   $\color{red} \textbf{0 / 19}$