Module MA4020-MML

Duration

1 Semester

Turnus of offer

each winter semester

Credit points

6

Course of studies, specific fields and terms:

• Bachelor CLS 2010, compulsory, mathematics

Classes and lectures:

• Stochastics 2 (exercise, 2 SWS)
• Stochastics 2 (lecture, 2 SWS)

Workload:

• 20 hours exam preparation
• 100 hours private studies and exercises
• 60 hours in-classroom work

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:

• written exam
• Exercises

Is requisite for:

• Stochastic processes and modeling (MA4610-KP04, MA4610)
• Modeling Biological Systems (MA4450-KP08, MA4450-MML)

Requires:

• Linear Algebra and Discrete Structures 2 (MA1500-KP08, MA1500)
• Stochastics 1 (MA2510-KP04, MA2510)
• Analysis 2 (MA2500-MML)

Responsible for this module:

• Nachfolge von Prof. Dr. rer. nat. Karsten Keller

Teacher:

• Institute for Mathematics
• Nachfolge von Prof. Dr. rer. nat. Karsten Keller

Literature:

• J. Elstrodt : Maß- und Integrationstheorie Springer
• M. Fisz : Wahrscheinlichkeitsrechnung und mathematische Statistik Deutscher Verlag der Wissenschaften

Language:

• offered only in German

Notes:

Last Updated:

18.08.2020