312.180 (20S) Stochastic Processes

Sommersemester 2020

Registration deadline has expired.

First course session
05.03.2020 09:00 - 11:00 N.2.01 On Campus
... no further dates known

Overview

Lecturer
Course title german Stochastic Processes
Type Lecture
Hours per Week 2.0
ECTS credits 3.0
Registrations 21
Organisational unit
Language of instruction English
possible language(s) of the assessment English
Course begins on 05.03.2020
eLearning Go to Moodle course

Time and place

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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

Lecture with practical examples
Combination of slides and blackboard

Course content

Examples and Definitions
Markov chains
Martingales
Brownian motion
Poisson process
Compound Poisson process

Prior knowledge expected

Stochastics 2

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 written exam takes place on June 26.

Examination methodology

There will be a final exam, presumably at the end of June.
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.
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.

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: 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 2021
  • 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)
Sommersemester 2019
  • 312.180 VO Stochastic Processes (2.0h / 3.0ECTS)