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;
Datensatz aktualisiert
Umfang:
Vorlesung: 2 Stunden/Woche
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:
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.