Time and place

Lecture: Fr, 10-12h, HS Weismann-Haus, Albertstr. 21a
Tutorial: 2 hours, every other week, various dates
Sir-in Exam: Date to be announced

Teacher: Thorsten Schmidt
Language: in German

Stochastic is, to put it loosely, the “mathematics of chance”, about which---possibly contrary to first impressions---many precise and not at all random statements can be formulated and proven. The aim of the lecture is to give an introduction to stochastic modeling, to explain some basic concepts and results of Stochastic and to illustrate them with examples. It is also intended as a motivating preparation for the lecture “Probability Theory” in the summer semester, especially for students in the B.Sc. in Mathematics. Topics covered include: Discrete and continuous random variables, probability spaces and measures, combinatorics, expected value, variance, correlation, generating functions, conditional probability, independence, weak law of large numbers, central limit theorem. The lecture Elementary Probability Theory~II in the summer semester will mainly be devoted to statistical topics. If you are interested in a practical, computer-supported implementation of individual lecture contents, participation in the regularly offered practical excercise “Praktischen Übung Stochastik" is also recommended (in parallel or subsequently).

Required: Linear Algebra~I, Analysis~I and II. \ Note that Linear Algebra~I can be attended in parallel.

Elementary Probability Theory I