- classical examples of random fields: Brownian sheet and Lévy's Brownian motion,
- Hilbert spaces with reproducing kernel,
- isotropy and stationarity of random fields,
- regularity and approximation of random fields, series representations,
- sparse grids and Smolyak's algorithm.
Numerics of Stochastic Processes (M, 4.5 LP)
|Module Number||Module Name||CP (Effort)|
|MAT-64-14-M-7||Numerics of Stochastic Processes||4.5 CP (135 h)|
|CP, Effort||4.5 CP = 135 h|
|Position of the semester||1 Sem. irreg.|
|Level|| Master (Advanced)|
|Area of study||[MAT-SPAS] Analysis and Stochastics|
|Type/SWS||Course Number||Title||Choice in |
|SL||SL is |
required for exa.
Numerics of Stochastic Processes
|P||42 h||93 h||-||-||PL1||4.5||irreg.|
- About [MAT-64-14-K-7]: Title: "Numerics of Stochastic Processes"; Presence-Time: 42 h; Self-Study: 93 h
Examination achievement PL1
- Form of examination: oral examination (20-30 Min.)
- Examination Frequency: each semester
- Examination number: 86345 ("Numerics of Stochastic Processes")
Evaluation of grades
The grade of the module examination is also the module grade.
Competencies / intended learning achievements
By solving the given exercise problems, they have gained a precise and independent handling of the terms, propositions and methods of the lecture. In addition, they have learned to apply the methods to new problems, analyze them and develop solution strategies.
- K. Ritter: Average Case Analysis of Numerical Problems.
Requirements for attendance (informal)
- [MAT-10-1-M-2] Fundamentals of Mathematics (M, 28.0 LP)
- [MAT-60-11-M-4] Probability Theory (M, 9.0 LP)
- [MAT-70-11-M-4] Functional Analysis (M, 9.0 LP)