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

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