Probability Theory II – Stochastic Processes
Lecture: Mo, Mi, 14-16h, HS II, Albertstr. 23b
Tutorial: 2 hours, date to be determined
Teacher: Angelika Rohde
Language: in English
Elective (Option Area) (2HfB21)
Compulsory Elective in Mathematics (BSc21)
Applied Mathematics (MSc14)
Mathematics (MSc14)
Concentration Module (MSc14)
Elective (MSc14)
Advanced Lecture in Stochastics (MScData24)
Elective in Data (MScData24)
Seminar
Seminar: Mo, 16-18h, SR 127, Ernst-Zermelo-Str. 1
Teacher: Angelika Rohde
Elective (Option Area) (2HfB21)
Mathematical Seminar (BSc21)
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Mathematical Seminar (MSc14)
Elective (MSc14)
Mathematical Seminar (MScData24)
Elective in Data (MScData24)
Lecture: Di, Do, 10-12h, HS Weismann-Haus, Albertstr. 21a
Tutorial: 2 hours, date to be determined
22.09., 10:00-12:00
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
Language: in English
The problem of axiomatising probability theory was solved by Kolmogorov in 1933: a probability is a measure of the set of all possible outcomes of a random experiment. From this starting point, the entire modern theory of probability develops with numerous references to current applications.
The lecture is a systematic introduction to this area based on measure theory and includes, among other things, the central limit theorem in the Lindeberg-Feller version, conditional expectations and regular versions, martingales and martingale convergence theorems, the strong law of large numbers and the ergodic theorem as well as Brownian motion.
necessary: Analysis I+II, Linear Algebra I, Elementary Probability Theory I
useful: Analysis III
Elective (Option Area) (2HfB21)
Compulsory Elective in Mathematics (BSc21)
Mathematical Concentration (MEd18, MEH21)
Applied Mathematics (MSc14)
Elective (MSc14)
Advanced Lecture in Stochastics (MScData24)
Elective in Data (MScData24)
Seminar: The Wiener Chaos Decomposition and (Non-)Central Limit Theorems
Teacher: Angelika Rohde
Assistant: Gabriele Bellerino
Language: Talk/participation possible in German and English
Elective (Option Area) (2HfB21)
Mathematical Seminar (BSc21)
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Mathematical Seminar (MSc14)
Elective (MSc14)
Mathematical Seminar (MScData24)
Elective in Data (MScData24)
Lecture: Fr, 10-12h, HS Weismann-Haus, Albertstr. 21a
Tutorial: 2 hours, every other week, various dates
07.03., 09:00-10:00
Sit-in exam (resit) 05.09.
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
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 Probabilty Theory (2HfB21, MEH21)
Elementary Probability Theory I (BSc21, MEB21, MEdual24)
Lecture: Di, Do, 8-10h, HS II, Albertstr. 23b
Tutorial: 2 hours, date to be determined
Computer exercise: 2 hours, date to be determined
Teacher: Moritz Diehl, Patrick Dondl, Angelika Rohde
Assistant: Ben Deitmar, Coffi Aristide Hounkpe
Language: in English
This course provides an introduction into the basic concepts, notions, definitions and results in probability theory, numerics and optimization, accompanied with programming projects in Python. Besides deepen mathematical skills in principle, the course lays the foundation of further classes in these three areas.
None that go beyond admission to the degree programme.
Basics in Applied Mathematics (MScData24)
Seminar: Mi, 12-14h, SR 125, Ernst-Zermelo-Str. 1, Fr, 13-15h, SR 404, Ernst-Zermelo-Str. 1
Preregistration:
Preliminary Meeting 16.07., 10:15, Raum 232, Ernst-Zermelo-Str. 1
Preparation meetings for talks: Dates by arrangement
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
Language: in German
Paul Erd\H{o}s liked to talk about the BOOK in which God keeps the \textit{perfect} proofs of mathematical theorems, according to the famous quote by G. H. Hardy that "there is no permanent place for ugly mathematics" ([1], Preface). In an attempt at a best approximation to this BOOK, Aigner and Ziegler have published a large number of sentences with elegant, sophisticated, and sometimes surprising evidence. In this proseminar, a selection of these results will be presented. The spectrum of topics covers all different areas of mathematics, from number theory, geometry, analysis, and combinatorics to graph theory and includes well-known results, such as Littlewood and Offord's lemma, the Dinitz problem, Hilbert's third problem (of his 23 problems presented at the International Congress of Mathematicians in Paris in 1900), the Borsuk conjecture, and many more.
Linear Algebra~I and II, Analysis~I and II
Undergraduate Seminar (2HfB21, BSc21, MEH21, MEB21)
Lecture: Di, Do, 8-10h, HS Rundbau, Albertstr. 21
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
Linear Algebra II (BScInfo19, BScPhys20)
Seminar: Uniforme zentrale Grenzwertsätze für stochastische Prozesse (Uniform central limit theorems for stochastic processes)
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
Supplementary Module in Mathematics (MEd18)
Compulsory Elective in Mathematics (BSc21)
Oberseminar: Stochastik
Mi, 16-17h, HS II, Albertstr. 23b
Teacher: David Criens, Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt
Seminar über Datenanalyse und Modellbildung
Fr, 12-13h, SR 404, Ernst-Zermelo-Str. 1
Teacher: Harald Binder, Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt, Jens Timmer
Lecture: Mo, Do, 8-10h, HS Rundbau, Albertstr. 21
19.03., 08:00-12:00
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
general: ,
Linear Algebra I (BScInfo19, BScPhys20)
Lecture: Di, 14-16h, HS II, Albertstr. 23b
Teacher: Angelika Rohde
Assistant: Saskia Glaffig, Lars Niemann
general:
Mi, 14-16h, SR 125, Ernst-Zermelo-Str. 1
Teacher: Angelika Rohde, David Criens
Supplementary Module in Mathematics (MEd18)
Compulsory Elective in Mathematics (BSc21)
Oberseminar: Stochastik
Mi, 16-17h, SR 226, Hermann-Herder-Str. 10
Teacher: David Criens, Angelika Rohde, Thorsten Schmidt
Seminar über Datenanalyse und Modellbildung
Fr, 12-13h, SR 125, Ernst-Zermelo-Str. 1
Teacher: Harald Binder, Angelika Rohde, Thorsten Schmidt, Jens Timmer
Lecture: Mo, Mi, 14-16h, SR 404, Ernst-Zermelo-Str. 1
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
general:
Mo, 10-12h, HS 00-036, Georges-Köhler-Allee 101
Teacher: Angelika Rohde
Assistant: Ben Deitmar
Oberseminar: Stochastik
Fr, 13-14h, HS II, Albertstr. 23b
Teacher: David Criens, Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt
Seminar über Datenanalyse und Modellbildung
Fr, 12-13h, HS II, Albertstr. 23b
Teacher: Harald Binder, Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt, Jens Timmer
Wahrscheinlichkeitstheorie III: Stochastische Analysis
Lecture: Mo, Mi, 14-16h, HS II, Albertstr. 23b
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
general:
Compulsory Elective in Mathematics (BSc21)
Seminar: Mathematische Statistik im Informationszeitalter
Di, 14-16h, SR 127, Ernst-Zermelo-Str. 1
Teacher: Angelika Rohde
Assistant: Saskia Glaffig
Supplementary Module in Mathematics (MEd18)
Compulsory Elective in Mathematics (BSc21)
Oberseminar: Stochastik
Fr, 13-14h, HS II, Albertstr. 23b
Teacher: Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt
Seminar über Datenanalyse und Modellbildung
Fr, 12-13h, HS II, Albertstr. 23b
Teacher: Harald Binder, Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt, Jens Timmer
Lecture: Mo, 12-14h, SR 127, Ernst-Zermelo-Str. 1, Mi, 12-14h, HS II, Albertstr. 23b
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
general:
Compulsory Elective in Mathematics (BSc21)
Teacher: Angelika Rohde
Assistant: Pascal Beckedorf
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Projektseminar: Nonparametric Maximum Likelihood Estimation
Teacher: Angelika Rohde
Assistant: Dario Kieffer
Oberseminar: Stochastik
Fr, 13-14h, HS II, Albertstr. 23b
Teacher: Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt
Seminar über Datenanalyse und Modellbildung
Fr, 12-13h, HS II, Albertstr. 23b
Teacher: Harald Binder, Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt, Jens Timmer
Spektraltheorie hochdimensionaler zufälliger Matrizen
Di Do, 10-12h, , online
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
general:
Compulsory Elective in Mathematics (BSc21)
Seminar: Statistical Learning for Imbalanced Data Sets
Di, 14-16h, , online
Teacher: Angelika Rohde
Assistant: Dario Kieffer
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Oberseminar: Stochastik
Fr, 13-14h, -, -
Teacher: Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt
Seminar über Datenanalyse und Modellbildung
Fr, 12-13h, -, -
Teacher: Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt
Wahrscheinlichkeitstheorie
Lecture: Mo, Mi, 12-14h, genauere Informationen zum Ablauf durch Dozenten nach Belegung in HISinOne, -
09.03., 08:00-11:00
Sit-in exam (resit) 21.05., 09:00-11:00
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
general:
Applied Mathematics (MSc14)
Mathematical Concentration (MEd18, MEH21)
Compulsory Elective in Mathematics (BSc21)
Projektseminar: Statistical Learning
Teacher: Angelika Rohde
Assistant: Dario Kieffer
Oberseminar: Stochastik
Fr, 13-14h, , online
Teacher: Peter Pfaffelhuber, Philipp Harms, Angelika Rohde, Thorsten Schmidt
Seminar über Datenanalyse und Modellbildung
Fr, 12-13h, , online
Teacher: Harald Binder, Philipp Harms, Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt, Jens Timmer
Lecture: Di, 14-16h, HS Weismann-Haus, Albertstr. 21a
11.09., 10:00-13:00
Sit-in exam (resit) 08.12., 09:00-12:00
Teacher: Angelika Rohde
Assistant: Pascal Beckedorf
general: ,
Elementary Probabilty Theory (2HfB21, MEH21)
Di, 10-12h, SR 127, Ernst-Zermelo-Str. 1
Teacher: Angelika Rohde
Assistant: Dario Kieffer
Compulsory Elective in Mathematics (BSc21)
Oberseminar: Stochastik
Fr, 13-14h, SR 404, Ernst-Zermelo-Str. 1
Teacher: Philipp Harms, Angelika Rohde, Thorsten Schmidt, Peter Pfaffelhuber
Mo, 14-16h, Raum 232, Ernst-Zermelo-Str. 1
Teacher: Angelika Rohde
Assistant: Pascal Beckedorf
Seminar über Datenanalyse und Modellbildung
Fr, 12-13h, SR 404, Ernst-Zermelo-Str. 1
Teacher: Harald Binder, Philipp Harms, Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt, Jens Timmer
Lecture: Mo, Mi, 10-12h, HS Weismann-Haus, Albertstr. 21a
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
general:
Analysis III (BSc21)
Mathematical Concentration (MEd18, MEH21)
Lecture: Di, 14-16h, HS Weismann-Haus, Albertstr. 21a
Teacher: Angelika Rohde
Assistant: Pascal Beckedorf
general: ,
Elementary Probabilty Theory (2HfB21, MEH21)
Oberseminar: Stochastik
Fr, 13-14h, SR 404, Ernst-Zermelo-Str. 1
Teacher: Philipp Harms, Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt
Seminar über Datenanalyse und Modellbildung
Fr, 12-13h, SR 404, Ernst-Zermelo-Str. 1
Teacher: Harald Binder, Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt, Jens Timmer, Philipp Harms
Analysis II
Lecture: Mo, Mi, 8-10h, HS Rundbau, Albertstr. 21
08.08., 09:00-12:00
Sit-in exam (resit) 08.01., 14:00-17:00
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
general: , ,
Analysis II (BScInfo19, BScPhys20)
Proseminar: p-adische Analysis
Di 14-16h, SR 127, Ernst-Zermelo-Str. 1, Mo, 10-12h, SR 125, Ernst-Zermelo-Str. 1
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
Undergraduate Seminar (2HfB21, BSc21, MEH21, MEB21)
Bachelor-Seminar der Abteilung für Stochastik
Teacher: Philipp Harms, Angelika Rohde, Thorsten Schmidt
Compulsory Elective in Mathematics (BSc21)
Oberseminar: Stochastik
Fr, 13-14h, SR 404, Ernst-Zermelo-Str. 1
Teacher: Angelika Rohde, Thorsten Schmidt
Seminar über Datenanalyse und Modellbildung
Fr, 12-13h, SR 404, Ernst-Zermelo-Str. 1
Teacher: Harald Binder, Angelika Rohde, Jens Timmer
Analysis I
Lecture: Di, Mi, 8-10h, HS Rundbau, Albertstr. 21
22.02., 14:00-16:00
Sit-in exam (resit) 25.04., 13:00-16:00
Teacher: Angelika Rohde
Assistant: Johannes Brutsche
general: , ,
Seminar: Quantitative Versionen des zentralen Grenzwertsatzes
Mi, 14-16h, SR 127, Ernst-Zermelo-Str. 1
Teacher: Angelika Rohde
Assistant: Pascal Beckedorf
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Fr, 13-14h, SR 404, Ernst-Zermelo-Str. 1
Teacher: Philipp Harms, Peter Pfaffelhuber, Angelika Rohde, Thorsten Schmidt
Seminar über Datenanalyse und Modellbildung
Fr, 12-13h, SR 404, Ernst-Zermelo-Str. 1
Teacher: Harald Binder, Peter Pfaffelhuber, Angelika Rohde, Jens Timmer