Stochastic Processes

WS 2015/2016

Link zur DEUTSCHEN FASSUNG

TUGonline links: VO and UE
Organisation of the exercise classes:
Wolfgang Woess
E-mail:
woess@tugraz.at
Office:
Steyrergasse 30/III, Raum ST03198

Course

Lectures are slightly blocked
Exercise classes mainly every two weeks (2 hours each).

Main topics of the course:
Introductory examples and measure theoretic basics (trajectory space). Markov chains. Renewal processes and point processes. Brownian motion.
Further topics according to available time.

Language: Lectures - if desired (1 participant suffices) English, otherwise German.
Exercises - each participant in German or English according to personal preference.

The exam for the course is oral; date to be fixed in contact with W. Woess.

Exercise classes

Registration for the exercises via TUGonline.

In case of de-registration: observe deadlines!


Schedule of exercise classes:
lecture room time
Seminar room C208 Thu. 14:10-16:00

Link to online checking system

Weekly exercises

Below you find links to the exercises to be prepared for the respective class. Every 2 weeks an exercise sheet (pdf) is made available online. The solved current exercises have to be marked at the latest on the days of the exercise classes by Wednesday 9:45 a.m. in the online checking system. Later marking, as well as written submission instead of participation, are NOT possible!

Day Exercises
22.10.2015 Exercise sheet 1
12.11.2015 Exercise sheet 2
26.11.2015 Exercise sheet 3
17.12.2015 Exercise sheet 4
07.01.2016 Exercise sheet 5
28.01.2016 Exercise sheet 6

Grading of the exercises

The Online checking system is applied. For every exercise, one of the participants who have marked it are called to explain it at the blackboard. For this, "blackboard points" are awarded, maximum number of points according to the exercise sheet. If it becomes apparent that the exercise was not prepared there are point subtractions; in repeated case up to 25% of the total of points.

From the total number of exercises plus the achievable blackboard points, the percentage of acutally marked corsses and achieved points is computed. are compVon der Gesamtzahl der Beispiele (=Kreuze) plus der jeweils erreichbaren Tafelpunkte

final mark percentage
1 ≥87,5%
2 ≥75%
3 ≥62,5%
4 ≥50%

Online checking system

The website of the online checking system can be found here zu finden. At the first login, a password has to be required, which is sent to the email address resulting from TUGonline. The solved exercises of the current week have to be marked online on the day of the respective exercise class (Thursday) before 13:30 p.m. The list of participants is generated automatically from the TUGonline inscriptions.



Erstellt am 12. Oktober 2015.

Impressum:
Für den Inhalt verantwortlich: Wolfgang Woess
Institut für Mathematische Strukturtheorie (Math C)
TU Graz, Steyrergasse 30, A-8010 Graz