Module MA4611-KP05
Markov Processes (MarkPrKP05)
Duration
1 Semester
Turnus of offer
irregularly
Credit points
5
Course of studies, specific fields and terms:
- Master CLS 2023, optional subject, mathematics
- Bachelor CLS 2023, optional subject, mathematics
- Master CLS 2016, optional subject, mathematics
- Bachelor CLS 2016, optional subject, mathematics
Classes and lectures:
- Markov Processes (lecture, 2 SWS)
- Markov Processes (exercise, 1 SWS)
Workload:
- 45 hours in-classroom work
- 85 hours private studies and exercises
- 20 hours exam preparation
Contents of teaching:
- Markov chains and random walks
- time-continuous Markov processes
- Brownian Motion
- Poisson process
- birth-and-death processes
- life science applications
Qualification-goals/Competencies:
- Mastering some important classes of stochastic processes and understanding possible applications
Grading through:
- Written or oral exam as announced by the examiner
Responsible for this module:
Language:
- offered only in German
Notes:
Admission requirements for taking the module:- None (The competencies of the modules listed under 'Requires' are needed for this module, but are not a formal prerequisite)
Admission requirements for participation in module examination(s):
- Successful completion of homework assignments as specified at the beginning of the semester
Module exam(s):
- MA4611-L1: Markov Processes, oral exam, 30 min, 100 % of module grade
Last Updated:
22.02.2022