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Advanced Statistics: Stochastic Models


  • The course is usually offered in the sommer semester.
  • For passing the course and the exam, good knowledge in mathematics and statistics is required.
  • Usually, the following topics are dealt with in the course: random experiment and probability, univariate and multivariate random variables, asymptotics, Poisson processes, Brownian motions, Markov processes
  • In addition to the lecture exercises are offered where mathematical problems of the lecture are discussed and solved. It is suggested that students prepare the tasks beforehand.