Course code: BMETE90MX55

No. of credits: 3

Classes:

Office hours: Tuesdays 14-15, building I, room IB115

You can also contact me by e-mail: pollux@math.bme.hu

Schedule (preliminary, updated as the semester progresses):

Week | Tuesdays | Wednesdays |

1 | Review of basic notions of probability theory | |

2 | Probability generating function | Basic probability problems |

3 | Branching processes | - |

4 | - (faculty break) | 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 | Midterm 1 | Discrete time Markov chains |

9 | Discrete time Markov chains problems | - |

10 | - (university break) | Continuous time Markov chains |

11 | Continuous time Markov chains problems | - |

12 | Statistics | Statistics |

13 | Statistics problems | - |

14 | Questions & Answers | Midterm 2 |

Final mark is based on homework assignments and midterm tests.

Homework: a total of 7 homework assignments will be issued, with a maximum of 2 points each. A total of 10 points can be obtained from the homeworks. Publication times and deadlines will be available in time.

The two midterm tests are each worth a maximum of 45 points. You need to reach 20 points (out of 45) for each midterm test to pass.

Date and time of the midterm tests will be announced in time.

Results for midterm 2 are announced on 12 Dec., 13-14, room IB115 OR if you write me an e-mail, I will send you your result.

Basic calculators may be used during midterm. Either or both of the midterm tests may be retaken once. Retake dates:

For the retakes, no signup on Neptun or anywhere else is necessary, just come and take it.

Those who reached 20 points in the original midterm test may come to try to improve their score, with the option not to hand it in (even at the end).

However, if you do hand it in, your new score will replace your old score for the corresponding midterm test even if lower (except that it cannot go below 20).

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:

Additional material (can not be used during midterm tests):

Problem sheets:

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: