Markov processes and martingales
BMETE95MM07
2020/21. 2nd semester

Live session: Mon 14.15-15.00
Pre-recorded lectures: Mon 15.00-15.45 and Wed 16.15-17.45

Course syllabus

Exercises*

Exam topics

1st homework assignment (due at 14.15 on 22nd Feb): homeworks 1.A-1.C
2nd homework assignment (due at 14.15 on 1st Mar): homeworks 2.A-2.C
3rd homework assignment (due at 14.15 on 8th Mar): homeworks 3.A-3.C
4th homework assignment (due at 16.15 on 17th Mar): homeworks 4.A-4.C
5th homework assignment (due at 14.15 on 22nd Mar): homeworks 5.A-5.C
6th homework assignment (due at 16.15 on 31st Mar): homeworks 6.A-6.C
7th homework assignment (due at 14.15 on 12th Apr): homeworks 7.A-7.C
8th homework assignment (due at 12.15 on 19th Apr): homeworks 8.A-8.C
9th homework assignment (due at 12.15 on 26th Apr): homeworks 9.A-9.C
10th homework assignment (due at 12.15 on 3rd May): homeworks 10.A-10.C

Homeworks are to be submitted to the Moodle system.

1st midterm test: 22nd Mar 14.15 questions
2nd midterm test: 10th May 14.15 questions

Lecture slides by Károly Simon
R. Durrett: Probability: Theory and Examples, 4th edition, Cambridge University Press, 2010
D. Williams: Probability with Martingales, Cambridge University Press, 1991
hand-written notes about the last few lectures on stationary processes, central limit theorems and random walks and electric networks

* Most of the exercises by courtesy of Károly Simon, some of them by courtesy of Bálint Tóth.