Stochastic processes
BMETE95AM41
2021/22. 1st semester
Classes
Thu 10.15-11.45 H406, Fri 10.15-12.45 H406
Course syllabus
Homeworks
homework assignments updated weekly
Deadlines:
- 1st homework assignment: due at 10.15 on 16th Sep
- 2nd homework assignment: due at 10.15 on 30th Sep
- 3rd homework assignment: due at 10.15 on 8th Oct
- 4th homework assignment: due at 10.15 on 14th Oct
- 5th homework assignment: due at 10.15 on 21st Oct
- 6th homework assignment: due at 10.15 on 28th Oct
- 7th homework assignment: due at 10.15 on 4th Nov
- 8th homework assignment: due at 10.15 on 18th Nov
- 9th homework assignment: due at 10.15 on 25th Nov
- 10th homework assignment: due at 10.15 on 9th Dec
Homework exercise tests (HWET)
- 17th Sep, Fri 12.15-12.45
- 1st Oct, Fri 12.15-12.45
- 15th Oct, Fri 12.15-12.45
- 29th Oct, Fri 12.15-12.45
- 12th Nov, Fri 12.15-12.45
- 25th Nov, Thu 11.30-12.00
- 12th Dec, Fri 12.15-12.45
Exam
Exam topics and exercises
Question sessions before the exams (via MS Teams):
- 17th Dec, Fri 13.00
- 6th Jan, Thu 10.00
- 19th Jan, Wed 13.00
Literature
- Lecture slides by Károly Simon
- R. Durrett: Essentials of Stochastic Processes, Second edition, Springer 2012.
A legal copy is available here.
- G. F. Lawler: Introduction to Stochastic Processes, Second edition, Chapman & Hall/CRC 2006
- R. Durrett: Probability: Theory and Examples, 5th edition, Cambridge University Press 2017.
A legal copy is available here.
- D. A. Levin, Y. Peres, E. L. Wilmer: Markov Chains and mixing times, American Mathematical Society, 2017.
A legal copy is available here.