Stochastic Processes
2017 September-December
- Instructor: Balazs Rath
Midterm info:
- Plese have a (student) ID card or a passport or a driver's licence with you.
- Please do not use electronic devices.
- You can prepare and use a (one-sided) A4-size formula sheet with your 15 favourite mathematical formulas written on it.
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- Please read again the parts of syllabus that concern midterms: CLICK
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- Midterms (written during the first 45 minutes of the lecture): for dates, see syllabus
- List of your midterm marks: CLICK
First midterm:
- Material examined: page 1-46 of scanned lecture notes
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- There will be two questions on the midterm.
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Each of the questions will be similar to
homework questions (HW 1, 2) or exercises/examples explained in class, including student presentations.
- The solutions of student presentations are all included in the scanned lecture notes.
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- First midterm (September 29, 2017):
CLICK, Solutions: CLICK
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- Make-up midterm of First midterm (November 16, 2017):
CLICK
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Second midterm:
- Material examined: page 47-105 of scanned lecture notes
(see in particular pages 47-48, 60-61, 72, 73-74, 79-82, 88-89, 97-98, 104-105 for exercises/examples)
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- There will be two questions on the midterm.
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Each of the questions will be similar to
homework questions (HW 3,4,5,6) or exercises/examples explained in class, including student presentations.
- The solutions of student presentations are all included in the scanned lecture notes.
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- Second midterm (October 27, 2017):
CLICK, Solutions: CLICK
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- Make-up midterm of second midterm (December 6, 2017):
CLICK
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Third midterm:
- Material examined: Poisson point processes, continuous-time Markov chains: page 105-167 of scanned lecture notes
(see in particular pages 120-121, 122-123, 124-125, 128-129, 130-131, 132-133, 142-143, 151-152, 159-160, 162-163, 164-165, 166-167 for exercises/examples)
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- There will be two questions on the midterm.
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Each of the questions will be similar to
homework questions (HW 8,9,10,11) or exercises/examples explained in class, including student presentations.
- The solutions of student presentations are all included in the scanned lecture notes.
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- Third midterm (December 1, 2017):
CLICK, Solutions: CLICK
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- Make-up midterm of third midterm (December 7, 2017):
CLICK
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