312.181 (23S) Stochastic Processes, exercises
Überblick
- Lehrende/r
- LV-Titel englisch Stochastic Processes, exercises
- LV-Art Übung (prüfungsimmanente LV )
- LV-Modell Präsenzlehrveranstaltung
- Semesterstunde/n 1.0
- ECTS-Anrechnungspunkte 2.0
- Anmeldungen 7 (25 max.)
- Organisationseinheit
- Unterrichtssprache Englisch
- LV-Beginn 09.03.2023
- eLearning zum Moodle-Kurs
Zeit und Ort
LV-Beschreibung
Intendierte Lernergebnisse
The students should know Markov chains.
The students should be able to define a stochastic process.
The students should understand martingales.
The students should know Brownian motion and properties thereof.
The students should know Poisson processes, compound Poisson processes, and Lévy processes.
The students should be able to simulate paths of certain stochastic processes.
Lehrmethodik
Mandatory exercises The students should tick the solved exercises until 8 am on the day of the exercise class. In case the exercise class takes place online, students should also upload the solutions to moodle until 8 am on the day of the exercise class. In the exercise class, the students present the solutions to the exercises. |
Inhalt/e
Markov chains
Definitions
Martingales
Brownian motion
Poisson process
Compound Poisson process
Lévy processes
Simulation of stochastic processes
Erwartete Vorkenntnisse
Stochastics 2
Literatur
Lecture notes available
Prüfungsinformationen
Prüfungsmethode/n
There are 100 P. in total. The number of exercises solved counts 80 P., the presentations count 20 P.
The point scheme is as follows:
[100 , 87.5] P. -> 1
(87.5 , 75] P. -> 2
(75 , 62.5] P. -> 3
(62.5 , 50] P. -> 4
(50 , 0] P. -> 5
Prüfungsinhalt/e
Everything that is covered in the lecture Stochastic Processes.
Beurteilungskriterien/-maßstäbe
The mark depends only on the number of points achieved.
Cancellation of participation without grading is possible via e-mail to Sabrina Hauser (sabrina.hauser@aau.at) until 31.03.2023.
Beurteilungsschema
Note BenotungsschemaPosition im Curriculum
- Doktoratsprogramm Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(SKZ: ---, Version: 16W.1)
-
Fach: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(Pflichtfach)
-
Modeling-Analysis - Optimization of discrete, continuous and stochastic systems (
0.0h XX / 0.0 ECTS)
- 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)
-
Modeling-Analysis - Optimization of discrete, continuous and stochastic systems (
0.0h XX / 0.0 ECTS)
-
Fach: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(Pflichtfach)
- Masterstudium Mathematics
(SKZ: 401, Version: 18W.1)
-
Fach: Statistics
(Pflichtfach)
-
3.2 Stochastic Processes (
1.0h UE / 2.0 ECTS)
- 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)
-
3.2 Stochastic Processes (
1.0h UE / 2.0 ECTS)
-
Fach: Statistics
(Pflichtfach)
- Masterstudium Mathematics
(SKZ: 401, Version: 22W.1)
-
Fach: Statistics and Probability
(Pflichtfach)
-
3.2 Stochastic Processes (
1.0h UE / 2.0 ECTS)
- 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS) Absolvierung im 2. Semester empfohlen
-
3.2 Stochastic Processes (
1.0h UE / 2.0 ECTS)
-
Fach: Statistics and Probability
(Pflichtfach)
- Doktoratsstudium Doktoratsstudium der Technischen Wissenschaften
(SKZ: 786, Version: 12W.4)
-
Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Pflichtfach)
-
Studienleistungen gem. § 3 Abs. 2a des Curriculums (
16.0h XX / 32.0 ECTS)
- 312.181 Stochastic Processes, exercises (1.0h UE / 2.0 ECTS)
-
Studienleistungen gem. § 3 Abs. 2a des Curriculums (
16.0h XX / 32.0 ECTS)
-
Fach: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Pflichtfach)
Gleichwertige Lehrveranstaltungen im Sinne der Prüfungsantrittszählung
-
Sommersemester 2024
- 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
-
Sommersemester 2022
- 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
-
Sommersemester 2021
- 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
-
Sommersemester 2020
- 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)
-
Sommersemester 2019
- 312.181 UE Stochastic Processes, exercises (1.0h / 2.0ECTS)