Course code: BMETE90MX55

No. of credits: 3

Classes:

Classes will be held online. Teams code for the course: c8fkmfv. You can also contact me by e-mail: pollux@math.bme.hu

Schedule (preliminary, updated as the semester progresses):

Week | Tuesdays | Wednesdays |

1 | - | - |

2 | Basic probability | Basic probability problems |

3 | Probability generating function | - |

4 | Branching processes | Generating function, branching processes problems |

5 | Poisson processes | - |

6 | Poisson processes problems | Central limit theorem, large deviations |

7 | Central limit theorem, large deviations problems | - |

8 | Questions & Answers | Midterm test 1 |

9 | Discrete time Markov chains | - |

10 | Discrete time Markov chains problems | Continuous time Markov chains |

11 | Continuous time Markov chains problems | - |

12 | Statistics | Statistics |

13 | Statistics problems | - |

14 | Questions & Answers | Midterm test 2 |

Final mark is based on homework assignments (10%) and two midterm tests (45% each). Details will be available in time.

Homework: Publication times and deadlines will be available in time.

Maximal total score is 10+45+45=100. Marks based on the total score are as follows:

Materials that can (and should) be used during the semester and the midterm tests:

Problem sheets:

Lecture slides will be available as the semester progresses.

For specific topics, I recommend further reading (see the list of books below). I recommend Kulkarni wherever applicable. In general, the other books are more detailed and more theoretical than expected; focus on definitions, main theorems and examples rather than on proofs and lemmas.

Recommended reading: