312.180 (21S) Stochastic Processes
Overview
For further information regarding teaching on campus, please visit: https://www.aau.at/en/corona.
- Lecturer
- Course title german Stochastic Processes
- Type Lecture
- Course model Online course
- Hours per Week 2.0
- ECTS credits 3.0
- Registrations 18
- Organisational unit
- Language of instruction English
- Course begins on 04.03.2021
- eLearning Go to Moodle course
Time and place
Course Information
Intended learning outcomes
The students should be able to define a stochastic process.
The students should be able to work with Markov chains.
The students should understand martingales.
The students should know Brownian motion and properties thereof.
The students should know Poisson processes and compound Poisson processes.
Teaching methodology including the use of eLearning tools
Online lecture with practical examples via BBB
Course content
Examples and Definitions
Markov chains
Martingales
Brownian motion
Poisson process
Compound Poisson process
Prior knowledge expected
Stochastics 2
Literature
Lecture notes available
Examination information
Modified examination information (exceptional COVID-19 provisions)
The final exam can be shifted and/or held as a ROPE replacing the offline exam. For this, the possibility to write in front of a camera is required. The examiner must be able to watch the student during the exam.
Examination methodology
There will be a written final exam taking place offline at the university.
Examination topic(s)
Everything that is covered in the lecture.
If additional reading is required for the lecture, this will be clearly announced in the lecture.
Assessment criteria / Standards of assessment for examinations
The mark depends only on the number of points the student achieves at the final exam.
The point scheme is as follows:
100-87 p. -> 1
86-75 p. -> 2
74-62 p. -> 3
61-50 p. -> 4
49-0 p. -> 5
Grading scheme
Grade / Grade grading schemePosition in the curriculum
- Thematic Doctoral Programme Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(SKZ: ---, Version: 16W.1)
-
Subject: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(Compulsory subject)
-
Modeling-Analysis - Optimization of discrete, continuous and stochastic systems (
0.0h XX / 0.0 ECTS)
- 312.180 Stochastic Processes (2.0h VO / 3.0 ECTS)
-
Modeling-Analysis - Optimization of discrete, continuous and stochastic systems (
0.0h XX / 0.0 ECTS)
-
Subject: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(Compulsory subject)
- Masterstudium Mathematics
(SKZ: 401, Version: 18W.1)
-
Subject: Statistics
(Compulsory subject)
-
3.2 Stochastic Processes (
2.0h VO / 3.0 ECTS)
- 312.180 Stochastic Processes (2.0h VO / 3.0 ECTS)
-
3.2 Stochastic Processes (
2.0h VO / 3.0 ECTS)
-
Subject: Statistics
(Compulsory subject)
- Master's degree programme Technical Mathematics
(SKZ: 401, Version: 13W.1)
-
Subject: Statistik
(Compulsory subject)
-
Stochastische Prozesse 1 (
3.0h VU / 5.0 ECTS)
- 312.180 Stochastic Processes (2.0h VO / 3.0 ECTS)
-
Stochastische Prozesse 1 (
3.0h VU / 5.0 ECTS)
-
Subject: Statistik
(Compulsory subject)
- Doctoral programme Doctoral programme in Technical Sciences
(SKZ: 700, Version: 12W.4)
-
Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Compulsory subject)
-
Studienleistungen gem. § 3 Abs. 2a des Curriculums (
16.0h XX / 32.0 ECTS)
- 312.180 Stochastic Processes (2.0h VO / 3.0 ECTS)
-
Studienleistungen gem. § 3 Abs. 2a des Curriculums (
16.0h XX / 32.0 ECTS)
-
Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Compulsory subject)
- Doctoral programme Doctoral programme in Technical Sciences
(SKZ: 786, Version: 12W.4)
-
Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Compulsory subject)
-
Studienleistungen gem. § 3 Abs. 2a des Curriculums (
16.0h XX / 32.0 ECTS)
- 312.180 Stochastic Processes (2.0h VO / 3.0 ECTS)
-
Studienleistungen gem. § 3 Abs. 2a des Curriculums (
16.0h XX / 32.0 ECTS)
-
Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Compulsory subject)
Equivalent courses for counting the examination attempts
-
Sommersemester 2024
- 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)
-
Sommersemester 2023
- 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)
-
Sommersemester 2022
- 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)
-
Sommersemester 2020
- 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)
-
Sommersemester 2019
- 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)