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| Stochastic Processes |
| Modul: | Phy-Ba-PV: Physikalische Vertiefung |
| Vorlesungssprache |
Englisch |
| Inhalt der Lehrveranstaltung: |
random variables, some distributions, statistical inference;
law of large numbers, central limit theorem;
Gaussian stochastic processes in discrete and continuous time;
Brownian motion, Ornstein-Uhlenbeck-process;
Markov processes, Langevin equation, Fokker Planck equations;
Ito versus Stratonowich stochastic integrals;
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Datensatz aktualisiert |
| Umfang: | Vorlesung: 2 Stunden/Woche
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| Zeit/Ort: |
MO(5) MPI PKS |
| Hörerkreis: |
Vertiefung Bachelor (PV) und Master (alle) |
| Vertiefungsgebiet: | Theoretische Physik (Vorlesung im Fakultativteil der Wahlpflichtvertiefung) |
| Vorkenntnisse: |
theoretical physics: classical mechanics |
Nachweis: |
certificate of participation |
| Einschreibung: |
email to kantz@pks.mpg.de |
| Web-Referenz: |
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| Important update on Monday, Oct. 17,2022:
I have to postpone again the beginning of the course.
The first lesson will now be on Nov. 7, 2022. I will
send lecture notes to all those who register by email to:
kantz@pks.mpg.de
place in the future: Lecture hall 4 (Seminarraum 4) at MPIPKS. |