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Large Advanced Module Stochastics
(dt. Großes Aufbaumodul Stochastik)

Level, degree of commitment Advanced module, compulsory elective module
Forms of teaching and learning,
workload
Lecture (4 SWS), recitation class (2 SWS),
270 hours (90 h attendance, 180 h private study)
Credit points,
formal requirements
9 CP
Course requirement(s): Successful completion of at least 50 percent of the points from the weekly exercises.
Examination type: Written or oral examination (individual examination)
Language,
Grading
German,
The grading is done with 0 to 15 points according to the examination regulations for the degree program B.Sc. Business Mathematics.
Duration,
frequency
One semester,
irregular
Person in charge of the module's outline All lecturers of Mathematics

Contents

Building on the basic modules Linear Algebra and Analysis and the advanced module Elementary Stochast, topics from one or more of the following areas are covered:

  • probability theory
  • stochastic processes
  • statistics

Qualification Goals

Students

  • Have in-depth basic knowledge and skills in probability theory and/or statistics,
  • have become familiar with the development of a mathematical theory in the respective field and experienced its applicability,
  • have practiced mathematical working methods (developing mathematical intuition and its formal justification, abstraction skills, proofs),
  • have improved their oral communication skills in the exercises by practicing free speech in front of an audience and in discussion.

Prerequisites

None. The competences taught in the following modules are recommended: either Foundations of Mathematics and Linear Algebra I and Linear Algebra II or Basic Linear Algebra, either Analysis I and Analysis II or Basic Real Analysis.


Applicability

Module imported from B.Sc. Business Mathematics.

It can be attended at FB12 in study program(s)

  • B.Sc. Data Science
  • B.Sc. Mathematics
  • B.Sc. Business Mathematics
  • M.Sc. Computer Science
  • M.Sc. Mathematics
  • M.Sc. Business Mathematics
  • BA Minor Mathematics

When studying M.Sc. Mathematics, this module can be attended in the study area Compulsory Elective Modules in Mathematics.

The module is assigned to Applied Mathematics. Further information on eligibility can be found in the description of the study area.


Recommended Reading

  • Depending on topic



Please note:

This page describes a module according to the latest valid module guide in Winter semester 2023/24. Most rules valid for a module are not covered by the examination regulations and can therefore be updated on a semesterly basis. The following versions are available in the online module guide:

The module guide contains all modules, independent of the current event offer. Please compare the current course catalogue in Marvin.

The information in this online module guide was created automatically. Legally binding is only the information in the examination regulations (Prüfungsordnung). If you notice any discrepancies or errors, we would be grateful for any advice.