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Large Specialization Module Stochastics
(dt. Großes Vertiefungsmodul Stochastik)

Level, degree of commitment Specialization 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		 English,
The grading is done with 0 to 15 points according to the examination regulations for the degree program M.Sc. Business Mathematics.
Duration,
frequency		 One semester,
irregular
Person in charge of the module's outline All lecturers of Mathematics

Contents

Continuation of the contents of an intermediate module, exemplary treatment of current results under inclusion of newer research literature.

The topics come from one of the following areas:

  • probability theory
  • Stochastic processes
  • statistics


Qualification Goals

The students

  • can report extensively on current research results in stochastics and categorize them,
  • can deal with research literature in the field of stochastics,
  • can describe the emergence of new stochastic results,
  • can explain more complex mathematical concepts in a specific area of stochastics,
  • can independently access current scientific articles from national and international journals,
  • have deepened their mathematical working methods (development of mathematical intuition and its formal justification, abstraction, proof),
  • have improved their oral communication skills in the exercises by practicing free speech in front of an audience and in discussions.

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. In addition, the competences that are taught in the intermediate modules (depending on the topic) are recommended.


Applicability

The module can be attended at FB12 in study program(s)

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

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

The module can also be used in other study programs (export module).


Recommended Reading

  • Depending on topic



Please note:

This page describes a module according to the latest valid module guide in Winter semester 2025/26. 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.