Stochastic Processes - Modultafeln of TU Ilmenau
The Modultafeln have a pure informational character. If you find information that seems to be incorrect, please contact modulkatalog@tu-ilmenau.de.
The legally binding information
can be found in the corresponding Studienplan and Modulhandbuch, which are served on the
pages of the course offers.
Information on the room and time of planned courses can be found in the
e-calendar of events.
| module properties module number 5812 - common information | |
|---|---|
| module number | 5812 |
| department | Department of Mathematics and Natural Sciences |
| ID of group | 2412 (Group for 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 | Tafel, Skript, Aufgaben, Software |
| literature / references | Durrett, R. (1996). Probability: Theory and Examples, 2nd edn, Wadsworth Publishing Company, Belmont, CA. |
| evaluation of teaching | Pflichtevaluation: WS 2015/16 (Fach) Freiwillige Evaluation: Hospitation: WS 2018/19 |
| 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 |
| exam | oral examination performance, 30 minutes |
| details of the certificate | |
| Signup details for alternative examinations | |
| maximum number of participants | |
| Details in major 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 |
| exam | oral examination performance, 30 minutes |
| details of the certificate | |
| Signup details for alternative examinations | |
| maximum number of participants | |