Module guide

Module MA4020-KP04, MA4020

Stochastics 2 (Stoch2)


1 Semester
Turnus of offer:

each winter semester
Credit points:

Course of studies, specific field and terms:
  • Master Biophysics 2019 (optional subject), Elective, 1st semester
  • Master MES 2011 (optional subject), mathematics, 1st semester
  • Master Computer Science 2012 (optional subject), specialization field bioinformatics, 3rd semester
  • Master Computer Science 2012 (compulsory), advanced curriculum stochastics, 3rd semester
  • Master Computer Science 2012 (optional subject), advanced curriculum analysis, 3rd semester
  • Bachelor MES 2011 (optional subject), mathematics, 5th semester
Classes and lectures:
  • Stochastics 2 (exercise, 1 SWS)
  • Stochastics 2 (lecture, 2 SWS)
  • 10 Hours exam preparation
  • 65 Hours private studies and exercises
  • 45 Hours in-classroom work
Contents of teaching:
  • Lebesgue integral and 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
  • 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 are able to formalize complex stochastic problems
Grading through:
  • written exam
  • Exercises
Is requisite for:
Responsible for this module:
  • J. Elstrodt: Maß- und Integrationstheorie - Springer
  • M. Fisz: Wahrscheinlichkeitsrechnung und mathematische Statistik - Deutscher Verlag der Wissenschaften
  • offered only in German

The lecture is identical to that in module MA4020-MML.

Prerequisites for attending the module:
- None

Prerequisites for the exam:
- Successful completion of homework assignments during the semester.

Letzte Änderung: