Applied stochastic models

WS 2019/20

 General information

Lecture:

Tuesday, 10am - 12am, M6
Friday, 10am - 12am, M6

Lecturer: 

Prof. Dr. Gerold Alsmeyer

Assistance: 

Philipp Godland

QISPOS:

The course in the course catalogue
The tutorial in the course catalogue

Course syllabus:

The course addresses some key concepts from the theory of martingales and Markov chains. Among others, Markov jump processes are examined afterwards.

Learnweb:

Please enrol in the Learnweb with the password ASM2019. There we announce the latest news concerning the course.

Course assessment:

There will be an oral exam/exam at the end of the course. Admission to the exam is conditional on obtaining at least 40% of the points of the problem sets.

Exam: In case of a written exam, this will take place on 05 February 2020.

Tutorial

Tutorial:

Wednesdays, 10am - 12am, SRZ 202

Problem sets:

The problem sets will be released on Friday in the Learnweb. Please put your solutions into box 142.