240055 Stochastik II (V) (SoSe 2017)
Contents, comment
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Stochastische Prozesse dienen der Beschreibung zufälliger Entwicklungen
im Zeitablauf (Bewegung eines Teilchens, Entwicklung eines Aktienkurses, ...)
und sind daher in vielen Anwendungen von Bedeutung. In dieser Veranstaltung
sollen einfache Beispiele für stochastische Prozesse vorgestellt werden,
die sich mit Methoden der "elementaren" Stochastik behandeln lassen.
Insbesondere sollen (diskrete) Markoff-Ketten eingeführt werden -
dies sind stochastische Prozesse, bei denen die weitere Entwicklung
nur vom aktuellen Zustand, nicht aber von der Vergangenheit abhängt.Einige Stichpunkte aus dem Inhalt:
- Markoff-Ketten
- Rekurrenz und Transienz
- Gleichgewichtsverteilungen
- Reversibilität
- Markov Chain Monte Carlo
- Poisson-Prozess
- Markoff-Sprungprozesse
Requirements for participation, required level
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Analysis I+II, Lineare Algebra I+II, Stochastik I
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period |
|---|
Examinations
| Date | Time | Format / Room | Comment about examination |
|---|
Show passed examination dates >>
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 24-B-SP Spezialisierung | Vorlesung gemäß Modulbeschreibung | Graded examination
|
Student information |
| Übung zur Vorlesung | Study requirement
|
Student information | |
| 24-SE Strukturierte Ergänzung | Vorlesung 1 | Student information | |
| Vorlesung 2 | Student information | ||
| 24-SP Spezialisierung | Vorlesung gemäß Modulbeschreibung | Graded examination
|
Student information |
| 24-SW-Sto Stochastik | Stochastik II | Student information | |
| - | Graded examination | 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 (Gym/Ge als zweites U-Fach) / Master of Education | (Enrollment until SoSe 2014) | M.M.10 | Wahlpflicht | 4. | 7 | benotet | |
| Mathematik (Gym/Ge fortgesetzt) / Master of Education | (Enrollment until SoSe 2014) | M.M.10 | Wahlpflicht | 2. 3. | 7 | benotet | |
| Studieren ab 50 |
- E-Learning Space
- E-Learning Space
- Registered number: 144
- This is the number of students having stored the course in their timetable. In brackets, you see the number of users registered via guest accounts.
- Address:
- SS2017_240055@ekvv.uni-bielefeld.de
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- Coverage:
- 38 Students to be reached directly via email
- Notes:
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- Last update basic details/teaching staff:
- Wednesday, February 8, 2017
- Last update times:
- Thursday, August 3, 2017
- Last update rooms:
- Thursday, August 3, 2017
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
- Department
- Faculty of Mathematics
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