Universität Wien

250068 VO Stochastic processes (2018W)

5.00 ECTS (3.00 SWS), SPL 25 - Mathematik

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Details

Language: English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Tuesday 02.10. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 04.10. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 09.10. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 11.10. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 16.10. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 18.10. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 23.10. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 25.10. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 30.10. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 06.11. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 08.11. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 13.11. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 15.11. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 20.11. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 22.11. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 27.11. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 29.11. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 04.12. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 06.12. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 11.12. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 13.12. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 08.01. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 10.01. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 15.01. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 17.01. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 22.01. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 22.01. 15:00 - 16:30 Seminarraum 9 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 24.01. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 29.01. 08:00 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 31.01. 08:45 - 09:30 Hörsaal 13 Oskar-Morgenstern-Platz 1 2.Stock

Information

Aims, contents and method of the course

To acquire a general understanding of stochastic processes, limit laws and their applications.

Assessment and permitted materials

oral exam (in English or German)

Minimum requirements and assessment criteria

Fair knowledge of Markov chains, Markov processes, Poisson and similar processes and their basic stochastic laws.

Examination topics

Topic from this list:
- Markov chains in discrete and continuous time
- Poisson processes
- Branching processes
- Random walks
- Renewal processes

Reading list

- P. Billingsley, Probability and Measure 3rd Edition ISBN-13: 978-0471007104 ISBN-10: 0471007102
- Kai Lai Chung, Elementary probability and stochastic processes, Springer Verlag New York, 1974. ISBN 0-387-90159-0
- E. Çinlar, Introduction to Stochastic Processes, Dover Publications Inc. 2013 ISBN-13: 978-0486497976 ISBN-10: 0486497976
- J.R. Norris: Markov Chains, CUP 1997
- Levin, Peres, Wilmer: Markov Chains and Mixing Times
- W. Feller, An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd Edition 3rd Edition. ISBN-13: 978-0471257097 ISBN-10: 0471257095

Association in the course directory

MBIP, MSTP

Last modified: Mo 07.09.2020 15:40