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Spatial Stochastics (Winter Semester 2019/20)

Schedule
Lecture: Tuesday 9:45-11:15 SR 2.59 Begin: 15.10.2019
Thursday 14:00-15:30 SR 2.66
Problem class: Monday 14:00-15:30 SR 2.59 Begin: 21.10.2019
Lecturers
Lecturer Prof. Dr. Daniel Hug
Office hours: Nach Vereinbarung.
Room 2.051 Kollegiengebäude Mathematik (20.30)
Email: daniel.hug@kit.edu
Problem classes Steffen Betsch M.Sc.
Office hours: by appointment.
Room 2.009 Kollegiengebäude Mathematik (20.30)
Email: steffen.betsch@kit.edu

Topics

The lectures provide an introduction to fundamental subjects involving spatial stochastic processes. We will discuss not only general concepts and distributional properties, but also specific models relevant for applications. These include Poisson processes and Gaussian random fields which are highly relevant in natural and earth sciences as well as in engineering (telecommunication, materials science).

The following topics will be covered:

  • Point processes
  • Random measures
  • Poisson processes
  • Palm distributions
  • Spatial ergodic theorems
  • Random fields
  • Gaussian fields

The course provides an introduction to the field "Spatial Stochastics and Stochastic Geometry", which are central topics in one of the three research groups at the KIT Institute of Stochastics. The course will be continued in the following semester and may provide the foundation required for writing a Master thesis in this field.


Ilias workspace

During the semester, lecture notes as well as exercise sheets can be downloaded from the Ilias workspace.


Literature

References to the literature will be provided at the beginning of the course. Lecture Notes (in German) will be made available successively to the participants as the course proceeds.