Registration for oral examinations
Dear students,
these are the days for the oral examination offered by Prof. Dr. Ritter:
- 06. August 2025
- 10. September 2025
- 15 October 2025
Please see Mrs. Höffler, building 31, room 451 to schedule an appointment (mondays 13:00 to 15:30 and tuesdays 08:00 to 12:00). Registration starts on 30 June 2025.
General Information
A specialization in Computational Stochastics is based on a number of core courses, primarily from Analysis and Stochastics, which are outlined below. Prospective Bachelor students may also want to look at an elementary introduction (in German) to Computational Stochastics.
Lectures offered in winter term 2025/26
The following lectures are offered by our working group in winter term 2025/2026.
Contents
- Convergence of random variables and their distributions
- Independence
- Zero-one laws
- Laws of large numbers
- Characteristic functions
- The central limit theorem
- The law of the iterated logarithm
- Conditional expectations
- Discrete-time martingales
- Brownian motion
Instructor
Klaus Ritter
Infos, Material
Kis, OLAT
Dates
- Tuesday, 15:45 - 17:15 (room 48-208)
- Thursday, 15:45 - 17:15 (room 48-208)
Contents
- discrepancy of point sets and quasi-Monte Carlo methods
- lattice rules
- sparse grids and Smolyak formulas
- anisotropic Korobov and Sobolev spaces on finite- and infinite-dimensional domains
- lower error bounds and complexity of continuous problems
- randomization
- the probabilistic method
Instructor
Klaus Ritter
Infos, Material
Kis, OLAT
Dates
- Monday, 15:45 - 17:15 (room 31-302 IBZ)
Thursday, 12:15 - 13:45 (room 31-302 IBZ)
Reading Courses, Seminars and Proseminars
Instructor: Ritter
Dates to be announced
Lectures offered in summer term 2025
The following lectures were offered by our working group in summer term 2025.
Contents
- systems of sets and measurable mappings
- Caratheodory's Theorem
- the k-dimensional Lebesgue measure
- construction and properties of integral w.r.t. a measure
- L^p-spaces
- product spaces
Instructor
Klaus Ritter
Infos, Material
Kis, OLAT
Dates
Thursday, 08:15 - 09:45 (room 48-208)
Contents
Monte Carlo algorithms are algorithms that use random numbers. The lecture provides an introduction to this important basic technique from mathematics and computer science. We study, in particular,
- direct simulation
- simulation of distributions and stochastic processes
- variance reduction
- high-dimensional integration
as well as applications from physics, finance, and actuarial mathematics.
Instructor
Klaus Ritter
Infos, Material
Kis, OLAT
Dates
- Tuesday, 15:45 - 17:15 (room 31-302 IBZ)
Thursday, 15:45 - 17:15 (room 31-302 IBZ)
Reading Courses, Seminars and Proseminars
Instructor: Ritter
Dates to be announced
Lectures offered in winter term 2024/2025
The following lectures were offered by our working group in winter term 2024/2025.