Module MA4020-KP07
Stochastics 2 (Stoch2KP07)
Duration
1 Semester
Turnus of offer
each winter semester
Credit points
7
Course of studies, specific fields and terms:
- Bachelor CLS 2023, compulsory, mathematics
Classes and lectures:
- Stochastics 2 (exercise, 2 SWS)
- Stochastics 2 (lecture, 3 SWS)
Workload:
- 20 hours exam preparation
- 75 hours in-classroom work
- 115 hours private studies and exercises
Contents of teaching:
- Lebesgue integral und Riemann integral
- transformations of measures and integrals
- product measures and Fubini's theorem
- moments and dependency measures
- normally distributed random vectors and distributions closely related to the normal distribution
- characteristic functions
- conditional expectations
- basis ideas of information theory
Qualification-goals/Competencies:
- Studends get insights into basic stochastic structures
- They master techniques of integration being relevant to stochastics
- They master the treatment of (particularly normally distributed) random vectors and their distributions
- They acquire a basic understanding of information theory approaches
- They are able to formalize complex stochastic problems
Grading through:
- Exercises
- written exam
Responsible for this module:
Literature:
- J. Elstrodt : Maß- und Integrationstheorie Springer
- M. Fisz : Wahrscheinlichkeitsrechnung und mathematische Statistik Deutscher Verlag der Wissenschaften
Language:
- offered only in German
Notes:
Admission requirememnts 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 during the semester
Module exam(s):
- MA4020-L1: Stochastics 2, written exam, 90 min, 100 % of module grade
The lecture is identical to the one in module MA4020.
Last Updated:
22.02.2022