2009-11-23

In this Winter term, Prof. Stannat offers a special course on "Stochastic Simulation with Markov chains" for all interested GSC students. Main objective of the course is to provide a thorough understanding of stochastic simulation methods from a more user oriented view, taking into account the requirements of engineering applications in particular. In nine lectures and assessments the following topics are covered:

- Part I: Finite Markov chains: basic concepts, simulation, applications
- Part II: Markov chains on continuous state spaces and applications
- Part III: Filtering and prediction of Markovian signals

The course starts on 26 November 2009 and will end in the middle of January 2010.

Category: NewsTechnische Universität Darmstadt

Graduate School CE

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