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Topics of Research
Lectures from former terms
Textbook (in German): Stochastics - An Application-Oriented Introduction for Computer Scientists, Engineers and Mathematicians, Vieweg-Verlag, Braunschweig/Wiesbaden 4th ed. 2003, x+205 pp, € 22,90.
Table of Contents:
1 Introduction and Descriptive Statistics
2 Probability Models
3 Representations of Probability Measures
4 Multistage Models, Coupling
5 Random Variables and Induced Models
6 Index Numbers (Median, Expectation, ...)
7 Models for Stochastic Processes
8 Queueing Systems
9 Random Numbers and Simulation
10 Basic Questions of Statistics
Remark: In Chapter 8 an approximative model is used with discrete time and short observation periods. The resulting formulas are almost all equal to those in case of continuous time.