Lecture: Fr, 10-12h, HS Weismann-Haus, Albertstr. 21a
Tutorial: 2 hours, every other week, various dates
05.09.
Teacher: Johannes Brutsche
Assistant: Dario Kieffer
Language: in German
Linear Algebra I+II and Analysis I+II
Elementary Probabilty Theory (2HfB21, MEH21)
Elementary Probability Theory II (MEdual24)
Compulsory Elective in Mathematics (BSc21)
Lecture: Do, 12-14h, SR 226, Hermann-Herder-Str. 10
Tutorial: 2 hours, date to be determined
Teacher: David Criens
Assistant: Dario Kieffer
Language: in English
The class of Markov chains is an important class of (discrete-time) stochastic processes that are used frequently to model for example the spread of infections, queuing systems or switches of economic scenarios. Their main characteristic is the Markov property, which roughly means that the future depends on the past only through the current state. In this lecture we provide the mathematical foundation of the theory of Markov chains. In particular, we learn about path properties, such as recurrence and transience, state classifications and discuss convergence to the equilibrium. We also study extensions to continuous time. On the way we discuss applications to biology, queuing systems and resource management. If the time allows, we also take a look at Markov chains with random transition probabilities, so-called random walks in random environment, which is a prominent model in the field of random media.
Required: Elementary Probability Theory~I \ Recommended: Analysis~III, Probability Theory~I
Elective (Option Area) (2HfB21)
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Applied Mathematics (MSc14)
Mathematics (MSc14)
Concentration Module (MSc14)
Elective (MSc14)
Elective in Data (MScData24)
Teacher: Angelika Rohde
Assistant: Dario Kieffer
Di, 14-16h, , online
Teacher: Angelika Rohde
Assistant: Dario Kieffer
Compulsory Elective in Mathematics (BSc21)
Supplementary Module in Mathematics (MEd18)
Teacher: Angelika Rohde
Assistant: Dario Kieffer
Di, 10-12h, SR 127, Ernst-Zermelo-Str. 1
Teacher: Angelika Rohde
Assistant: Dario Kieffer
Compulsory Elective in Mathematics (BSc21)