Applied Stochastic Processes Spring 2019

Lecturer
Pr. Dr. Vincent Tassion
Coordinator
Daniel Contreras Salinas
Time and location
Tuesdays 10:15--12:00 in HG D 5.2 and Wednesdays 13:15--14:00 in HG G 3

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

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Prerequisites

Familiarity with (measure-theoretic) probability theory as it is treated in the course "Probability Theory" (401-3601-00L).

Lecture Notes

The new exercises will be posted here on Tuesdays. We expect you to look at the problems and prepare some questions before the exercise class of Thursday.

Please hand in your solutions before 13:15 of the corresponding due date in your assistant's box in HG E65, or during the exercise class. Your solutions will be corrected and returned in the following exercise class or, if not collected, returned to the box in HG E65.

Exercise sheet Due by Solutions
Exercise sheet 1 February 28 Solutions
Exercise sheet 2 March 7 Solutions
Exercise sheet 3 March 14 Solutions
Exercise sheet 4 March 21 Solutions
Exercise sheet 5 March 28 Solutions
Exercise sheet 6 April 4 Solutions
Exercise sheet 7 April 11 Solutions
Exercise sheet 8 April 18 Solutions
Exercise sheet 9 May 2 Solutions
Exercise sheet 10 May 9 Solutions
Exercise sheet 11 May 16 Solutions
Exercise sheet 12 May 23 Solutions
Exercise sheet 13 May 31 Solutions

First exercise class: Thursday February 21.

Time and location :

TimeRoomAssistantStudents
Th 09-10HG D 7.2 Maximilian NitzschnerA-K
Th 12-13HG D 7.2 Daniel Contreras Salinas L-Z

Office hours ("Praesenz''): Mondays and Thursdays 12:00 - 13:00 in HG G 32.6