Stochastic Processes - Interactive curriculae of TU Ilmenau
The interactive curriculae provide information on the degree programmes offered by the TU Ilmenau.
Please refer to the respective study and examination rules and regulations for the legally binding curricula (Annex Curriculum).
You can find all details on planned lectures and classes in the course catalogue.
Please note that this page is no longer updated. All modules and study plans from PO version 2021 onwards (Bachelor and Master study programs) are now available on the Campus Portal.
| module properties module number 5812 - common information | |
|---|---|
| module number | 5812 |
| department | Department of Mathematics and Natural Sciences |
| ID of group | 2412 (Probability Theory and Mathematical Statistics) |
| module leader | Prof. Dr. Thomas Hotz |
| language | Deutsch |
| term | Wintersemester |
| previous knowledge and experience | maßtheoretisch fundierte Wahrscheinlichkeitstheorie |
| learning outcome | Die Studierenden sind in der Lage, stochastische Prozesse geeignet zu modellieren und zu analysieren. |
| content | Grundlagen, Poisson-Prozess, Gaußsche Prozesse, Martingale in diskreter Zeit, Markovketten, Brownsche Bewegung |
| media of instruction and technical requirements for education and examination in case of online participation | Tafel, Skript, Aufgaben, Software |
| literature / references | Durrett, R. (1996). Probability: Theory and Examples, 2nd edn, Wadsworth Publishing Company, Belmont, CA. |
| evaluation of teaching | |
| Details reference subject | |
|---|---|
| module name | Stochastic Processes |
| examination number | 2400185 |
| credit points | 5 |
| SWS | 4 |
| on-campus program (h) | 45 |
| self-study (h) | 105 |
| obligation | obligatory module |
| exam | oral examination performance, 30 minutes |
| details of the certificate | |
| link to Moodle course | |
| teacher | |
| signup details for alternative examinations | |
| maximum number of participants | |
| Details in degree program Master Mathematik und Wirtschaftsmathematik 2013 (WM), Master Mathematik und Wirtschaftsmathematik 2013 (AM) | |
|---|---|
| module name | Stochastic Processes |
| examination number | 2400185 |
| credit points | 5 |
| on-campus program (h) | 45 |
| self-study (h) | 105 |
| obligation | obligatory module |
| exam | oral examination performance, 30 minutes |
| details of the certificate | |
| link to Moodle course | |
| signup details for alternative examinations | |
| maximum number of participants | |