Universität Wien
Course Exam

250068 VO Stochastic processes (2018W)

5.00 ECTS (3.00 SWS), SPL 25 - Mathematik

Monday 04.03.2019 15:00 - 18:15 Seminarraum 10 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).

Examiners

Information

Examination topics

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

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.

Last modified: Mo 07.09.2020 15:40