Module MA4020-KP05
Stochastics 2 (Stoch2KP05)
Duration
1 Semester
Turnus of offer
each winter semester
Credit points
5
Course of studies, specific fields and terms:
- Minor in Teaching Mathematics, Master of Education 2023, compulsory, mathematics
- Bachelor Computer Science 2019, optional subject, Extended optional subjects
- Bachelor IT-Security 2016, optional subject, mathematics
- Minor in Teaching Mathematics, Master of Education 2017, compulsory, mathematics
- Bachelor Computer Science 2016, optional subject, advanced curriculum
- Bachelor CLS 2016, compulsory, mathematics
Classes and lectures:
- Stochastics 2 (exercise, 2 SWS)
- Stochastics 2 (lecture, 2 SWS)
Workload:
- 60 hours in-classroom work
- 70 hours private studies and exercises
- 20 hours exam preparation
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
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 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 requirements for taking the module:- None (the competencies of the modules listed under
Last Updated:
01.02.2022