Universität Wien

250068 VO Stochastic processes (2023W)

5.00 ECTS (3.00 SWS), SPL 25 - Mathematik
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Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

Language: English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

Wednesday 04.10. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday 06.10. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 11.10. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Wednesday 18.10. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday 20.10. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 25.10. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday 03.11. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 08.11. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Wednesday 15.11. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday 17.11. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 22.11. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Wednesday 29.11. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday 01.12. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 06.12. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Wednesday 13.12. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday 15.12. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 10.01. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Wednesday 17.01. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday 19.01. 11:30 - 13:00 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
Wednesday 24.01. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß
Wednesday 31.01. 16:45 - 18:15 Hörsaal 2 Oskar-Morgenstern-Platz 1 Erdgeschoß

Information

Aims, contents and method of the course

This course offers an introduction to the theory of random processes, focusing on important basic classes of examples (Markov chains in discrete and continuous time, random walks, branching processes, Poisson processes). Prerequisites are a good understanding of probability theory, analysis and linear algebra.

Assessment and permitted materials

exam

Minimum requirements and assessment criteria

understanding and ability to explain and apply the theory

Examination topics

Good understanding and working knowledge of the topics discussed in the lecture course.

Reading list

Will be specified during the lectures.

Association in the course directory

MBIP; MSTP

Last modified: Fr 01.03.2024 11:46