Stochastic processes
BMETE95AM41
2022/23. 1st semester
Classes
Thu 8.15-9.45 H406, Fri 10.15-12.45 H406
Course syllabus
Homeworks
homework assignments updated weekly
Deadlines:
- 1st homework assignment: due at 8.30 on 15th Sep
- 2nd homework assignment: due at 8.30 on 29th Sep
- 3rd homework assignment: due at 8.30 on 6th Oct
- 4th homework assignment: due at 8.30 on 13th Oct
- 5th homework assignment: due at 8.30 on 20st Oct
- 6th homework assignment: due at 8.30 on 27th Oct
- 7th homework assignment: due at 8.30 on 3rd Nov
- 8th homework assignment: due at 10.15 on 18th Nov
- 9th homework assignment: due at 8.30 on 24th Nov
- 10th homework assignment: due at 8.30 on 8th Dec
Homework exercise tests (HWET)
- 16th Sep, Fri 12.15-12.45
- 30th Sep, Fri 10.15-10.45
- 14th Oct, Fri 12.15-12.45
- 28th Oct, Fri 12.15-12.45
- 11th Nov, Fri 12.15-12.45
- 24th Nov, Thu 9.30-10.00
- 9th Dec, Fri 12.15-12.45
Exam
Exam topics and exercises
Exam questions: no. 1, no. 2, no. 3
Question sessions before the exams (via MS Teams):
- 19th Dec, Mon 10.00
- 9th Jan, Mon 10.00
- 23rd Jan, Mon 10.00
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.