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;
data set up-to-date
Scope:
lecture: 2 hours/week
Time/location:
MO(5) MPI PKS
Audience:
Vertiefung Bachelor (PV) und Master (alle)
Specialization area:
Theoretische Physik (Vorlesung im Fakultativteil der Wahlpflichtvertiefung)
Previous knowledge:
theoretical physics: classical mechanics
Certificate:
certificate of participation
Enrolment:
email to kantz@pks.mpg.de
Web-reference:
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.