• Lecturer: Jun.-Prof. Dr. Wilke Berenguer
• Language: German
• Credits: 9 CP
• Programs: B.A./B.Sc. Mathematics
• Examination: 100 % Written Exam (120 Minutes) + 10 % Homework

Course Description

The lecture covers the most important basic concepts of mathematical stochastics, starting with discrete probability spaces, conditional probabilities, and basic limit theorems such as the law of large numbers or the central limit theorem. Discrete Markov chains are also treated. In additino to the development of mathematical theory, the modeling of simple stochastic processes will play a central role.