Poisson processes; renewal processes; Markov chains in discrete and in continuous time; some applications.
Familiarity with (measure-theoretic) probability theory as it is treated in the course "Probability Theory" (401-3601-00L).
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 :
|Th 09-10||HG D 7.2||Maximilian Nitzschner||A-K|
|Th 12-13||HG D 7.2||Daniel Contreras Salinas||L-Z|
Office hours ("Praesenz''): Mondays and Thursdays 12:00 - 13:00 in HG G 32.6