312.181 (21S) Stochastic Processes, exercises

Sommersemester 2021

Registration deadline has expired.

First course session
11.03.2021 11:00 - 12:00 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, exercises
Type Practical class (continuous assessment course )
Course model Online course
Hours per Week 1.0
ECTS credits 2.0
Registrations 12 (25 max.)
Organisational unit
Language of instruction English
Course begins on 11.03.2021
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 know branching processes.

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

Mandatory Exercises

The exercise class will take place online via BigBlueButton. The solutions to the exercises have to be submitted via Moodle until 8 am on the day of the exercise class. The solutions have to be presented online via BigBlueButton by the students.

The students should tick the solved exercises until 8 am on the day of the exercise class.

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.

Examination methodology

There are 100 p. in total. The number of exercises solved counts 80 p., the presentation in total counts 20 p.

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


Examination topic(s)

Everything that is covered in the lecture Stochastic Processes.

Assessment criteria / Standards of assessment for examinations

The mark depends only on the number of points the student achieves.

Since the students will be graded during the course, students can cancel their registration without being graded until inclusively 31.03.2021.

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)
        • 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)
  • Masterstudium Mathematics (SKZ: 401, Version: 18W.1)
    • Subject: Statistics (Compulsory subject)
      • 3.2 Stochastic Processes ( 1.0h UE / 2.0 ECTS)
        • 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 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)
        • 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 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)
        • 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 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)
        • 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)

Equivalent courses for counting the examination attempts

Sommersemester 2024
  • 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
Sommersemester 2023
  • 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
Sommersemester 2022
  • 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
Sommersemester 2020
  • 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
Sommersemester 2019
  • 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)