t.BA.XX.STOP.07HS (Stochastic Processes) 
Module: Stochastic Processes
This information was generated on: 05 May 2024
No.
t.BA.XX.STOP.07HS
Title
Stochastic Processes
Organised by
T IDP
Credits
4

Description

Version: 2.0 start 01 February 2016

Module Co-ordinator:

 Name, Vorname (Kurzzeichen)

Learning objectives:
Objectives Competences Taxonomy level
You understand the basic concepts of the theory of stochastic processes (description of dynamics by means of time-variable probability densities) and can apply this theory to deal with new problems.    F,M K1,K2,K3
You are familiar with time and state-discrete Markov chains and can apply these to deal with new problems.
F,M K1,K2,K3
You know the principle of point processes and can apply this to deal with new problems. Y F,M K1,K2,K3
You are able to implement a catalogue of questions related to Markov chains, point processes and Markov processes in R. F,M  

Module Contents:

 - Revision of the basic principles of statistics and probability theory with R exercises (random variables, expected value, conditional probabilities)
- Markov chains with finite state space
- Point processes
- Markov processes with finite state space, asymptotic analysis

Literature:

 Lecture notes

Supplementary literature:

  

Prerequisites:

  

Teaching Language:

 German

Module structure:
Type of Lesson Number of lessons per week:
Lecture: 2
Labs: 2
Block course:  

Exams:

 The regulation about the graded assignments is binding. A deviation from the regulation is permitted if it is provided in written form by the lecturer in the first week of the semester.
description Type Form Scope Grade Weighting
Graded assignments during teaching semester          
End-of-semester exam          

Remarks:

  

Note

Course: Stochastische Prozesse - Praktikum
No.
t.BA.XX.STOP.06HS.P
Title
Stochastische Prozesse - Praktikum

Note

  • No module description is available in the system for the cut-off date of 05 May 2024.

Application

This course is offered within the following additional modules:

Module no.Title
t.BA.WI.STOP.06HSIngenieurwissenschaftliche Grundlagen
Course: Stochastische Prozesse - Vorlesung
No.
t.BA.XX.STOP.06HS.V
Title
Stochastische Prozesse - Vorlesung

Note

  • No module description is available in the system for the cut-off date of 05 May 2024.

Application

This course is offered within the following additional modules:

Module no.Title
t.BA.WI.STOP.06HSIngenieurwissenschaftliche Grundlagen