Course Exam

250068 VO Stochastic processes (2022W)

5.00 ECTS (3.00 SWS), SPL 25 - Mathematik

ON-SITE

WHEN?

Thursday 19.01.2023 16:45 - 18:40 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Registration is open from Mo 19.12.2022 00:00 to Tu 17.01.2023 23:59
Deregistration possible until Tu 17.01.2023 23:59

Examiners

Nathanael Berestycki

Information

Examination topics

Markov chains: recurrence, transience, invariant measure, convergence to equilibrium.
Martinagles: stopping times, optional stopping, convergence theorem.

Assessment and permitted materials

Written exam

Minimum requirements and assessment criteria

50% at written exam required for pass grade.

Last modified: Tu 16.07.2024 00:17