Please email H. Bruin for further information about this course.

The test was returned on Thursday 15 December. For those who didn't score particularly high, there will be a resit opportunity on Thursday January 26, 10:00-10:45 in SR8 (in stead of the usual lecture slot).

The last exercise classes will be on January 16 and 23. The last lecture will be January 24. On January 26, there will be the opporunity to retake the test of the Exercise Classes.

For those wanting to do the oral exam early, please send me an email with suggested day/time. Modulo other obligations, I am available January 18-20 and 23-25, February 13-16 and from March 6 onwards.

Day | Time | Lecture room | from | until | |
---|---|---|---|---|---|

Tuesday | 16:45-18:15 | SR11 | Lecture | 04.10.2016 | 24.01.2017 |

Thursday | 10:00-10:45 | SR11 | Lecture | 06.10.2016 | 26.01.2017 |

Monday | 15:30-16:15 | SR08 | Exercises | 10.10.2016 | 23.01.2017 |

- Script Jiří Černý
- Script Franz Hofbauer
- P. Billingsley, Probability and Measure 3rd Edition ISBN-13: 978-0471007104 ISBN-10: 0471007102
- Kai Lai Chung, Elementary probability and stochastic processes, Springer Verlag New York, 1974. ISBN 0-387-90159-0
- E. Çinlar, Introduction to Stochastic Processes, Dover Publications Inc. 2013 ISBN-13: 978-0486497976 ISBN-10: 0486497976
- W. Feller, An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd Edition 3rd Edition. ISBN-13: 978-0471257097 ISBN-10: 0471257095
- C. Norris, Markov Chains, (Cambridge Series in Statistical and Probabilistic Mathematics) Cambridge Univ. Press, ISBN-13: 978-0521633963 ISBN-10: 0521633966
- G. Grimmett, D. Welsh, Probability: An Introduction, Oxford Science Publ. ISBN 0 19 853264

Oral Exam foir the VO, class tests + presenting exercises on the board for Proseminar (Exercises).

Day | Material | Exercises |
---|---|---|

Week 1 | ||

13/10/2016 | no proseminar yet | |

4/10/2016 | Introduction Finite Markov chains | |

6/10/2016 | Finite Markov chains | |

Week 2 | ||

10/10/2016 | Exercise sheet 1 | |

11/10/2016 | Finite Markov chains Markov property | |

13/10/2016 | Finite Markov chains further examples | |

Week 3 | ||

17/10/2016 | Exercise sheet 2 | |

18/10/2016 | Finite Markov chains Stationary distributions | |

20/10/2016 | Perron-Frobenius Theorem | |

Week 4 | ||

24/10/2016 | Exercise sheet 2 | |

25/10/2016 | ||

27/10/2016 | ||

Week 5 | ||

31/10/2016 | Exercise sheet 3 | |

1/11/2016 | ||

3/11/2016 | ||

Week 6 | ||

7/11/2016 | Exercise sheet 3 | |

8/11/2016 | ||

10/11/2016 | ||

Week 7 | ||

14/11/2016 | no exercise class | |

15/11/2016 | ||

17/11/2016 | No lecture | |

Week 8 | ||

21/11/2016 | Exercise sheet 4 | |

22/11/2016 | ||

23/11/2016 | No lecture | |

Week 9 | ||

28/11/2016 | Exercise sheet 4 | |

29/11/2016 | ||

30/11/2016 | ||

Week 10 | ||

5/12/2016 | Exercise sheet 4 | |

6/12/2016 | ||

8/12/2016 | No class (Immaculate conception) | |

Week 11 | ||

12/12/2016 | Class Test | |

13/12/2016 | Characterisations Poisson Process | |

15/12/2016 | Characterisations Poisson Process | |

Week 12 | ||

9/1/2017 | Exercise sheet 5 | |

10/1/2017 | Characterisations Poisson Process | |

12/1/2017 | Branching processes | |

Week 13 | ||

16/1/2017 | Exercise sheet 5 | |

17/1/2017 | ||

19/1/2017 |

- Exercise sheet 1
- Exercise sheet 2
- Exercise sheet 3
- Exercise sheet 4
- Exercise sheet 5
- Solutions of some exercises.

Updated December 19 2016