Spatial Stochastics (Winter Semester 2020/21)
- Lecturer: PD Dr. Steffen Winter
- Classes: Lecture (0105600), Problem class (0105610)
- Weekly hours: 4+2
This term the course is taught in German. It is planned to start as an online lecture via MS Teams. The format may be changed in agreement with the participants as the course progresses.
The entrance link to the meeting room as well as further information and material (Exercise sheets, Slides etc.) can be found in the ILIAS workspace of the course. The first session starts on Monday, Nov 2, 2020 at 12 noon.
| Schedule | |||
|---|---|---|---|
| Lecture: | Monday 12:00-13:30 | Online | Begin: 2.11.2020 |
| Tuesday 12:00-13:30 | Online | ||
| Problem class: | Thursday 16:00-17:30 | Online | Begin: 6.11.2020 |
| Lecturers | ||
|---|---|---|
| Lecturer | PD Dr. Steffen Winter | |
| Office hours: Please contact me by email. | ||
| Room 2.049 Kollegiengebäude Mathematik (20.30) | ||
| Email: steffen.winter@kit.edu | Problem classes | Felix Herold , M.Sc. |
| Office hours: Monday 13:30-14:30 or by appointment | ||
| Room 2.008 Kollegiengebäude Mathematik (20.30) | ||
| Email: felix.herold@kit.edu | ||
Topics
The lecture provides an introduction to spatial stochastic models such as random sets and point 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 the natural sciences (e.g.\ physics and geology) as well as in engineering (telecommunication, materials sciences, etc.).
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", the central topic of one of the four research groups at the Institute of Stochastics. The course will be continued in next summer term (as "Stochastic Geometry"). It can serve as a base for writing a Master's thesis in this field.
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.