240043 Stochastik (V) (WiSe 2014/2015)

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Stochastische Modelle spielen in vielen verschiedenen
Anwendungsbereichen, darunter Statistik,
Wirtschaftswissenschaften, Finanzmathematik, Physik,
Biologie und Ingenieurwissenschaften eine wichtige Rolle.

Die Vorlesung Stochastik ist eine erste Einfuehrung
in die Stochastik; sie fuehrt hin zu den fortgeschritteneren
Vorlesungen Stochastik II und Wahrscheinlichkeitstheorie.

In der Vorlesung werden u.a. folgende Themen behandelt:
Wahrscheinlichkeitsraeume, Zufallsvariablen, bedingte
Wahrscheinlichkeiten, Erwartungswerte, Unabhaengigkeit,
Summen unabhaengiger Zufallsvariablen, Gesetze der grossen
Zahlen, zentraler Grenzwertsatz.

Requirements for participation, required level

Kenntnisse aus der Analysis

Bibliography

Georgii, H.-O., Stochastik, 4. Auflage, 2009
Krengel, U., Einführung in die Wahrscheinlichkeitstheorie und Statistik, 8. Auflage, 2005

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Subject assignments

Module Course Requirements  
24-A1 Aufbaumodul Mathematik 1 Vorlesung gemäß Modulbeschreibung Student information
- Graded examination Student information
24-A2 Aufbaumodul Mathematik 2 Vorlesung gemäß Modulbeschreibung Student information
- Graded examination Student information
24-E Ergänzungsmodul Mathematik Vorlesung gemäß Modulbeschreibung Student information
24-SE Strukturierte Ergänzung Vorlesung 1 Student information
Vorlesung 2 Student information
24-ST Stochastik Stochastik Graded examination
Student information
24-SW-Sto Stochastik Stochastik Student information

The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.

Degree programme/academic programme Validity Variant Subdivision Status Semester LP  
Mathematik / Diplom (Enrollment until SoSe 2008) Wahlpflicht 3. 4. GS
Mathematik (Gym/Ge als zweites U-Fach) / Master of Education (Enrollment until SoSe 2014) M.M.06E Pflicht 1. 9 unbenotet Voraussetzung: M.M.01  
Mathematik (Gym/Ge fortgesetzt) / Master of Education (Enrollment until SoSe 2014) M.M.08 Wahlpflicht 1. 7 benotet  
Statistische Wissenschaften / Master (Enrollment until SoSe 2014) SW1; SW2   1. 2. 7  
Studieren ab 50    

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Last update basic details/teaching staff:
Friday, December 11, 2015 
Last update times:
Thursday, October 22, 2015 
Last update rooms:
Wednesday, October 22, 2014 
Type(s) / SWS (hours per week per semester)
lecture (V) / 4
Department
Faculty of Mathematics
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