This module handbook serves to describe contents, learning outcome, methods and examination type as well as linking to current dates for courses and module examination in the respective sections.
Module version of SS 2014 (current)
There are historic module descriptions of this module. A module description is valid until replaced by a newer one.
Whether the module’s courses are offered during a specific semester is listed in the section Courses, Learning and Teaching Methods and Literature below.
|available module versions|
|SS 2014||WS 2013/4||SS 2013|
MA4408 is a semester module in English language at Master’s level which is offered in summer semester.
This Module is included in the following catalogues within the study programs in physics.
- Specialization Modules in Elite-Master Program Theoretical and Mathematical Physics (TMP)
|Total workload||Contact hours||Credits (ECTS)|
|270 h||90 h||9 CP|
Content, Learning Outcome and Preconditions
convergence to equilibrium. Feller processes, transition semigroups and their generators, long-time behaviour of the process, ergodic theorems. Applications e.g. to queuing
theory, interacting particle systems or time series.
- understand and apply the Markov property
- do calculations with Q-matrices and invariant/reversible distributions
- understand the basics of the theory of Feller processes
- apply ergodic theorems
- analyse the long-term behaviour of a given Markov process.
Courses, Learning and Teaching Methods and Literature
Courses and Schedule
|VO||4||Markov Processes [MA4408]||de Paula Reis, G. Gantert, N.||
Mon, 12:15–13:45, BC2 BC2 3.5.06
Wed, 08:30–10:00, BC2 BC2 3.5.06
|UE||2||Markov Processes (Exercise Session) [MA4408]||de Paula Reis, G. Gantert, N.||
Mon, 10:15–11:45, BC2 BC2 3.5.06
Learning and Teaching Methods
The module is offered as lectures with accompanying practice sessions. In the lectures, the contents will be presented in a talk with demonstrative examples, as well as through discussion with the students. The lectures should motivate the students to carry out their own analysis of the themes presented and to independently study the relevant literature. Corresponding to each lecture, practice sessions will be offered, in which exercise sheets and solutions will be available. In this way, students can deepen their understanding of the methods and concepts taught in the lectures and independently check their progress.
Description of exams and course work
The exam may be repeated at the end of the semester.