312.180 (21S) Stochastic Processes

Sommersemester 2021

Registration deadline has expired.

First course session
04.03.2021 09:00 - 11:00 online Off Campus
... no further dates known

Overview

Due to the COVID-19 pandemic, it may be necessary to make changes to courses and examinations at short notice (e.g. cancellation of attendance-based courses and switching to online examinations).

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

Please note that the currently displayed dates may be subject to change due to COVID-19 measures.
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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

Im Fall von online durchgeführten Prüfungen sind die Standards zu beachten, die die technischen Geräte der Studierenden erfüllen müssen, um an diesen Prüfungen teilnehmen zu können.

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 scheme

Position 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)
  • 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)
  • 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)
  • 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)
  • 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)

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)