Inhalt

[ IEMPBKVSTPR ] KV Stochastic processes

Versionsauswahl
Workload Education level Study areas Responsible person Hours per week Coordinating university
3 ECTS M1 - Master's programme 1. year Mathematics Evelyn Buckwar 2 hpw Johannes Kepler University Linz
Detailed information
Original study plan Master's programme Information Electronics 2012W
Objectives - Introduction to fundamental concepts of probability theory and stochastic processes
- students should have fundamental knowledge of:
* random systems, their properties and characteristic quantities
* methods for characterisiing and treating time discrete and continuous random variables and stochastic processes
Subject - Fundamental notions of probability theory, random variables, distributions and densities
- Properties and characteristic quantities of one and more random variables
- Sequences and series of random variables
- stochastic processes
- Power spectral density
Criteria for evaluation oral and/or Written examination
Methods Lecture with blackboard and slides
Language German
Study material Lecture notes
Changing subject? No
On-site course
Maximum number of participants 30
Assignment procedure Direct assignment