Lecture:

Tuesdays, 10am - 12pm, room M6
Fridays, 10am - 12pm, room M6

Lecturer: 

Prof. Dr. Gerold Alsmeyer

Assistance: 

Mathias in Wolde-Lübke, Dr. Eduardo Silva

QISPOS:

The course in the course catalogue
The tutorial in the course catalogue

Course syllabus:

This course aims to introduce students to the classical areas of applied probability theory through a selection of fundamental models. Topics include queueing theory, risk theory, population models and population genetics, epidemiology, and reliability theory. The theoretical foundation for these models is built on discrete- and continuous-time Markov chains, martingales, branching processes, and renewal theory, all of which will be studied to the extent necessary for understanding and analyzing the models.

Participants are expected to have a basic knowledge of probability theory, discrete Markov chains, and martingales.

Learnweb:

The corresponding Learnweb course can be found here.

Course assessment:

There will be an oral exam at the end of the course. Admission to the oral exam is conditional on obtaining at least 50% of the points of the problem sets.

Tutorial:

Wednesday, 14:00 - 16:00 in SRZ 204

Problem sets:

The problem sets can be found in the Learnweb course.