Universität Wien

250068 VO Stochastic processes (2017W)

5.00 ECTS (3.00 SWS), SPL 25 - Mathematik

Details

Language: English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

First lecture on Monday, October 2, 2017.

  • Monday 02.10. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 04.10. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 09.10. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 11.10. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 16.10. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 18.10. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 23.10. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 25.10. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 30.10. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 06.11. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 08.11. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 13.11. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 15.11. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 20.11. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 22.11. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 27.11. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 29.11. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 04.12. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 06.12. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 11.12. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 13.12. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 08.01. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 10.01. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 15.01. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 17.01. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 22.01. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 24.01. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Monday 29.01. 13:30 - 15:00 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 31.01. 14:30 - 15:15 Seminarraum 7 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

This lecture course provides an introduction to the theory of stochastic processes. The key topics are Markov chains (in dsicrete and continuous time), branching processes, random walks, and the Poisson process. Also various applications, especially in biology, will be treated. Prerequisites are a good understanding of probability theory (but not of measure theory) and of analysis and linear algebra. Students are strongly encouraged to attend the accompanying Proseminar

Assessment and permitted materials

Oral exam

Minimum requirements and assessment criteria

Basic knowledge of all topics treated in the course; good knowledge of Markoc chain theory.

Examination topics

Reading list

Will be provided in due course.

Association in the course directory

MBIP, MSTP

Last modified: Sa 26.02.2022 00:25