Curriculum in stochastics and course schedule

Our first lecture on probability is

1. Stochastics I (Infos)

which takes place each winter semester.  This is an introduction to probability theory based on measure and integration.

Each summer semester the follow-up lecture

2. Stochastics II (Infos)

takes place. Additionally, once per year we offer the

3. Applied Stochastics Lab

which can be used for any Bachelor degree. Bachelor courses are in German.

Information about Bachelor theses is provided here. The lecture Stochastics II is recommended as a basis for our master courses.

We have a biannual cycle of four standard courses in stochastics:

1. Mathematical statistics (info);
2. Stochastic processes (info);
3. Elementary research in groups (RiG) in statistics (info);
4. Time series analysis (info).

The four courses can be taken in any order.

Elementary research in groups (RiG) in statistics are typically:

• on extreme value theory and statistics,
• on nonparametric statistics,
• on high-dimensional statistics.

Additional specialising courses are offered on Markov processes, stochastic networks, as well as seminars and specialising research in groups courses without a fix cycle.

Information about master theses is provided here.