Module MA4020-KP04, MA4020
Stochastics 2 (Stoch2)
Duration
1 Semester
Turnus of offer
each winter semester
Credit points
4
Course of studies, specific fields and terms:
- Master Biophysics 2019, optional subject, Elective
- Master MES 2011, optional subject, mathematics
- Master Computer Science 2012, optional subject, specialization field bioinformatics
- Master Computer Science 2012, compulsory, advanced curriculum stochastics
- Master Computer Science 2012, optional subject, advanced curriculum analysis
- Bachelor MES 2011, optional subject, mathematics
Classes and lectures:
- Stochastics 2 (exercise, 1 SWS)
- Stochastics 2 (lecture, 2 SWS)
Workload:
- 10 hours exam preparation
- 65 hours private studies and exercises
- 45 hours in-classroom work
Contents of teaching:
- Lebesgue integral and 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:
- written exam
- Exercises
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:
The lecture is identical to that in module MA4020-MML.Prerequisites for attending the module:
- None
Prerequisites for the exam:
- Successful completion of homework assignments during the semester.
Last Updated:
18.08.2020