Applied Stochastic Processes Spring 2017

Lecturer
Prof. Alain-Sol Sznitman
Coordinator
Chong Liu
Time and Location
Tuesday 10:15 -- 12:00 in HG D5.2, Wednesday 11:15 -- 12:00 in ML H44

Poisson processes; renewal processes; Markov chains in discrete and in continuous time; some applications.

Lecture Notes

Lecture Notes

The new exercises will be posted here on Tuesday and handed out in class on Wednesday. We expect you to look at the problems and to prepare questions for the exercise class on Thursday.

Please hand in your solutions to the respective assistant in the exercise class or in the tray outside HG G53-54 one week later. Your solutions will be corrected and returned to you in the following exercise class.

exercise sheet due by solutions
Exercise sheet 1 March 2 Solution 1
Exercise sheet 2 March 9 Solution 2
Exercise sheet 3 March 16 Solution 3
Exercise sheet 4 March 23 Solution 4
Exercise sheet 5 March 30 Solution 5
Exercise sheet 6 April 6 Solution 6
Exercise sheet 7 April 13 Solution 7
Exercise sheet 8 April 27 Solution 8
Exercise sheet 9 May 4 Solution 9
Exercise sheet 10 May 11 Solution 10
Exercise sheet 11 May 18 Solution 11
Exercise sheet 12 May 25 Solution 12
Exercise sheet 13 June 1 Solution 13
timeroomassistantstudents
Th 09-10ML H 43 Chong Liu (chong.liu@math.ethz.ch)A-K
Th 12-13HG D 5.2 Maximilian Nitzschner (maximilian.nitzschner@math.ethz.ch)L-Z
Here are some weblinks to additional literature. You can download them through the ETH network.