Simulation of Stochastic Processes - Einzelansicht

The first session will be online via some conference tool (more info soon) on Wednesday 29th ( 9 am )

Up to date information on the moodle page "Simulation of Stochastic Processes".

Probability Theory I

Basic knowledge in object oriented programming (JAVA, Python)

30 min talk with presentation of simulation

We will introduce basic concepts of simulation of stochastic problems in the first few weeks. Using the JAVA-based language "Processing", we will show some basic methods of implementation and play around with the visualisation.

We restrict our attention to Markov and Poisson Processes, i.e. Markov Chains with discrete state space (finite or countable). Some possible topics:

- Lichtenberg figures

- Random Walks in Z^2

- Voter Model

- Disease Spread

- Random Packing

- Cat and Mouse Problem

- Ising and Flip Models

- Random Tilings

- Coupon Collector Problem

- Bird Orientation

- Markov Reward and Decision Processes

- Inventory Control

- Monte Carlo Integration

- etc.

We focus on the implementation, rather than analysing the topics in depth. The student's talk shall introduce the topic and visualise them, such that other students can get an intuitive idea, what the typical phenomena are.

The course Stochastic Processes is highly recommended as an accompanying lecture.

MAT-VMD1031

MAT-VMD1032

MAT-VMD1041

MAT-VMD1042

Mat-DSAM8B