240213 Vertiefung Diskrete stochastische Prozesse (V) (SoSe 2013)
Contents, comment
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Die Vorlesung beschäftigt sich mit einigen Prinzipien der Theorie stochastischer
Prozesse.
Nach einer kurzen Wiederholung von Grundlagen aus der Wahrscheinlichkeitstheorie
verschaffen wir uns einen Überblick über einige Typen stochastischer Prozesse und
studieren dann einige davon etwas genauer, z.B. Erneuerungsprozesse, Markov-Ketten, Martingale, Random walks und Verzweigungsprozesse. Wir werden viele Anwendungsbeispiele sehen.
Als Vorkenntnisse sind die Veranstaltungen 'Methoden der Angewandten Mathematik'
und 'Funktionen' vollkommen ausreichend. Es gibt ein Skript und viele Übungen.
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Di | 16-18 | T2-227 | 08.04.-19.07.2013 | |
| weekly | Fr | 10-11 | S0-115 | 08.04.-19.07.2013 | |
| weekly | Fr | 11:00-12:00 | T2-238 | 08.04.-14.06.2013 |
Subject assignments
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Mathematik / Bachelor | (Enrollment until SoSe 2011) | Kernfach | MD07K | Wahlpflicht | 3. 4. | 6 | benotet |
| Mathematik (GHR) / Master of Education | (Enrollment until SoSe 2014) | M.D.09b | Wahlpflicht | 2. | 6 | benotet | |
| Mathematik (GHR/SP) / Master of Education | (Enrollment until SoSe 2014) | M.D.09b | Wahlpflicht | 2. | 6 | benotet |
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- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Friday, April 19, 2013
- Last update rooms:
- Friday, April 19, 2013
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 3
- Department
- Faculty of Mathematics
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