240055 Stochastik II (V) (SoSe 2013)
Contents, comment
-
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
- Martingale
- Poisson-Prozess
- Markoff-Sprungprozesse
Requirements for participation, required level
-
Analysis I+II, Lineare Algebra I+II, Stochastik I
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Mo | 16-18 | S2-107 | 08.04.-19.07.2013
not on: 5/20/13 |
|
| weekly | Mi | 12-14 | V2-205 | 08.04.-19.07.2013
not on: 5/1/13 |
Examinations
| Date | Time | Format / Room | Comment about examination |
|---|---|---|---|
| Tuesday, July 16, 2013 | 16:00-18:30 | H1 | 1. Klausur (ca. 16:00-ca. 18:00) |
| Tuesday, July 16, 2013 | 18:00-21:00 | H7 | |
| Thursday, September 19, 2013 | 9:00-12:00 | H7 | 2. Klausur |
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Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 24-SE Strukturierte Ergänzung | Vorlesung 1 | Student information | |
| Vorlesung 2 | Student information | ||
| 24-SP Spezialisierung | Vorlesung gemäß Modulbeschreibung | 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 / Bachelor | (Enrollment until SoSe 2011) | Kernfach | MM09a; MM10 | Wahlpflicht | 4. 5. | 7 | benotet |
| Mathematik / Diplom | (Enrollment until SoSe 2008) | Wahl | 4. 5. | scheinfähig GS | |||
| 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 | 4. | 7 | benotet | |
| QEM - Models and Methods of Quantitative Economics / Master | |||||||
| Statistische Wissenschaften / Master | (Enrollment until SoSe 2014) | SW2 | 7 | ||||
| Wirtschaftsmathematik / Diplom | (Enrollment until SoSe 2005) | Wahl | 4. 5. | scheinfähig GS | |||
| Wirtschaftsmathematik (1-Fach) / Bachelor | (Enrollment until SoSe 2011) | M.WM.14; M.WM.15 | Wahlpflicht | 4. 5. 6. | 7 | benotet |
- Registered number: 137
- 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:
- SS2013_240055@ekvv.uni-bielefeld.de
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- Coverage:
- 11 Students to be reached directly via email
- Notes:
- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Friday, December 11, 2015
- Last update times:
- Thursday, July 11, 2013
- Last update rooms:
- Wednesday, July 10, 2013
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 4
- Department
- Faculty of Mathematics
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