312.180 (22S) Stochastic Processes
Überblick
Weitere Informationen zum Lehrbetrieb vor Ort finden Sie unter: https://www.aau.at/corona.
- Lehrende/r
- LV-Titel englisch Stochastic Processes
- LV-Art Vorlesung
- LV-Modell Präsenzlehrveranstaltung
- Semesterstunde/n 2.0
- ECTS-Anrechnungspunkte 3.0
- Anmeldungen 16
- Organisationseinheit
- Unterrichtssprache Englisch
- LV-Beginn 03.03.2022
- eLearning zum Moodle-Kurs
Zeit und Ort
LV-Beschreibung
Intendierte Lernergebnisse
The students should know Markov chains.
The students should be able to define a stochastic process.
The students should understand martingales.
The students should know Brownian motion and properties thereof.
The students should know Poisson processes and compound Poisson processes.
The students should be able to simulate paths of certain stochastic processes.
Lehrmethodik
Lecture with virtual blackboard and examples
Inhalt/e
Markov chains
Definitions
Martingales
Brownian motion
Poisson process
Compound Poisson process
Simulation of stochastic processes
Erwartete Vorkenntnisse
Stochastics 2
Literatur
Lecture notes available
Prüfungsinformationen
Prüfungsmethode/n
There will be a written final exam taking place offline at the university.
Prüfungsinhalt/e
Everything that is covered in the lecture.
If additional reading is required for the lecture, this will be clearly announced in the lecture.
Beurteilungskriterien/-maßstäbe
The mark depends only on the number of points the student achieves at the final exam.
The point scheme is as follows:
[100 , 87.5] P. -> 1
(87.5 , 75] P. -> 2
(75 , 62.5] P. -> 3
(62.5 , 50] P. -> 4
(50 , 0] P. -> 5
Beurteilungsschema
Note BenotungsschemaPosition im Curriculum
- Doktoratsprogramm Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(SKZ: ---, Version: 16W.1)
-
Fach: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(Pflichtfach)
-
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)
-
Fach: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(Pflichtfach)
- Masterstudium Mathematics
(SKZ: 401, Version: 18W.1)
-
Fach: Statistics
(Pflichtfach)
-
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)
-
Fach: Statistics
(Pflichtfach)
- Doktoratsstudium Doktoratsstudium der Technischen Wissenschaften
(SKZ: 786, Version: 12W.4)
-
Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Pflichtfach)
-
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)
-
Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Pflichtfach)
Gleichwertige Lehrveranstaltungen im Sinne der Prüfungsantrittszählung
-
Sommersemester 2024
- 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)
-
Sommersemester 2023
- 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)
-
Sommersemester 2021
- 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)