- Code: DT0654
- Unit Coordinator: Matthias Schulte
- ECTS Credits: 6
- Semester: 2
- Year: 1
- Campus: Hamburg University of Technology
- Language: English
- Aims:
This course provides an introduction to probability theory and stochastic processes with special emphasis on applications and examples.
The first part covers some important concepts from measure theory, stochastic convergence and conditional expectation, while the second part deals with some important classes of stochastic processes.
- Content:
- Measure and probability spaces
- Integration and expectation
- Types of stochastic convergence
- Law of large numbers
- Central limit theorem
- Radon-Nikodym theorem
- Conditional expectation
- Martingales
- Markov chains
- Poisson processes
- Pre-requisites:
Familiarity with the basic concepts of probability
- Reading list:
- H. Bauer, Probability theory and elements of measure theory, second edition, Academic Press, 1981.
- A. Klenke, Probability Theory: A Comprehensive Course, second edition, Springer, 2014.
- G. F. Lawler, Introduction to Stochastic Processes, second edition, Chapman & Hall/CRC, 2006.
- A. N. Shiryaev, Probability, second edition, Springer, 1996.
- Code: DT0654
- Unit Coordinator: Matthias Schulte
- Programme: InterMaths
- ECTS Credits: 6
- Semester: 2
- Year: 1
- Campus: Hamburg University of Technology
- Language: English
- Aims:
This course provides an introduction to probability theory and stochastic processes with special emphasis on applications and examples. The first part covers some important concepts from measure theory, stochastic convergence and conditional expectation, while the second part deals with some important classes of stochastic processes.
- Content:
- Measure and probability spaces
- Integration and expectation
- Radon-Nikodym theorem
- Fubini’s theorem and independence
- Types of stochastic convergence
- Law of large numbers
- Characteristic functions and central limit theorem
- Conditional expectation
- Martingales
- Markov chains
- Pre-requisites:
Familiarity with the basic concepts of probability
- Reading list:
- H. Bauer, Probability theory and elements of measure theory, second edition, Academic Press, 1981.
- A. Klenke, Probability Theory: A Comprehensive Course, second edition, Springer, 2014.
- G. F. Lawler, Introduction to Stochastic Processes, second edition, Chapman & Hall/CRC, 2006.
- A. N. Shiryaev, Probability, second edition, Springer, 1996.
- Unit Coordinator: Ramon Anton Piera Eroles
- ECTS Credits: 3
- Semester: 1
- Year: 2
- Campus: Autonomous University of Barcelona
- Language: English
- Aims:
To introduce students to the knowledge, processes, skills, tools and techniques suitable for project management, such that the application of them satisfy the requirements specified for project development, and may have a significant impact on its success. Specifically: learning the terminology and basic concepts of project management area and understanding the relationship between logistics and supply chain management and project management.
- Content:
- Introduction to Project Management
- System Development Cycle
- Feasibility Study
- Project Planning
- Graphs-based Programming Methods
- Cost Analysis
- Risk Management
- Project Control
- Reading list:
- Heagney, Joseph. Fundamentals of Project Management, 5th edition. 2016.
- Martinelli, Russ, et al. Program Management for Improved Business Results, 2nd edition, 2014.
- Nicholas, John M. Project management for business and technology: principles and practice , 2nd edition. Prentice Hall, 2001.
- Nicholas, John M., Steyn, H. Project management for business and technology: principles and practice, 3rd edition. Elsevier, 2008.
- Nicholas, John M. and Steyn, H. Project management for engineering, business, and technology, 4th edition. Routledge, 2012.
- A Guide to the project management body of knowledge: (PMBOK® Guide), 6th edition. Project Management Institute, 2017.
- Lewis, James P. Fundamentals of project management: developing core competencies to help outperform the competition. Amacom, 2002.
- ECTS Credits: 10
- Semester: 1
- Year: 2
- Campus: Leibniz University Hannover
- Language: English
