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Module guide WS 2018-2022

Module MA4020-KP07

Stochastics 2 (Stoch2KP07)

Duration:


1 Semester
Turnus of offer:


each winter semester
Credit points:


7
Course of studies, specific field and terms:
  • Bachelor CLS 2023 (compulsory), mathematics, 3rd semester
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
Requires:
Responsible for this module:
Teachers:
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.

Letzte Änderung:
22.2.2022