Fachpraktikum
We will offer a 'Fachpraktikum' on Gaussian RBF Kernels in SS 2024. See here for further infos.
General Information
A specialization in Computational Stochastics is based on a number of core courses, primarily from Analysis and Stochastics, which are outlined below. Prospective Bachelor students may also want to look at an elementary introduction (in German) to Computational Stochastics.
Lectures offered in summer term 2024
The following lectures are offered by our working group in summer term 2024.
Reading Courses, Seminars and Proseminars
Instructor: Klaus Ritter
Dates to be announced
Lectures offered in winter term 2023/2024
The following lectures were offered by our working group in winter term 2023/2024.
Contents
- discrepancy of point sets and quasi-Monte Carlo methods
- lattice rules
- sparse grids and Smolyak formulas
- anisotropic Korobov and Sobolev spaces on finite- and infinite-dimensional domains
- lower error bounds and complexity of continuous problems
- randomization
- the probabilistic method
Intructor
Ritter
Material
KIS: lectures
Dates
Tuesday, 11:45h - 13:15h, 31-302 IBZ
Thursday, 10:00h - 11:30h, 31-302 IBZ
Contents
- Types of convergence
- Characteristic functions
- Markov kernels
- Sums of independent random variables
- Strong laws of large numbers, variants of the central limit theorem
- Conditional expectation
- Martingales in discrete time
- Brownian motion
Instructor
Ritter, Rüßmann
Material
Dates
Lectures:
Tuesday, 15:30 - 17:00, Room 48-208
Thursday, 15:30 - 17:00, Room 48-208
Exercises:
Wednesday, 11:45h - 13:15, Room 36-265
Friday, 10:00h - 11:30, Room 41-243