Instructor: Balazs Rath

Exam info:

Plese have a (student) ID card or a passport or a driver's licence with you.

Please do not use electronic devices.

Please do NOT use formula sheets on exams.

 

Please read again the parts of syllabus that concern exams: CLICK

 

EXAM dates: see Neptun for time and location.

 

Pre-Exam CONSULTATION dates: Dec 18, Jan 8, Jan 15, at 16.00, meeting at H663

Exam details:

Written exam, 90 minutes, 4 questions. Exam questions provided in both English and Hungarian (unless all examinees are Hungarian)

 

One out of the four exam questions will be a copy-pasted homework question (maybe I will change some constants or shorten the HW question)

 

An exam question can test theory (definitions, statements of theorems, proofs) or it can be a copy-pasted version of an example solved in class (incl. student presentations)

 

First exam question material: page 1-46 of scanned lecture notes (discrete-time finite state space Markov chain basic theory and examples) + HW 1, 2, 3

Second exam question material: page 47-105 of scanned lecture notes (details of Markov chain theory, countable state space) + HW 4, 5, 6, 7

Third exam question material: page 105-167 of scanned lecture notes (PPP, continuous-time Markov chains) + HW 8, 9, 10, 11

Fourth exam question material: page 167-196 of scanned lecture notes (conditional expectation, martingales) + HW 12

 

Good to know: I pick exam questions using a random number generator: I pick a page in the lecture notes and ask a question related to the material that I find there.

Good to know: You are not allowed to use formula sheets on exams, but maybe I will provide formulas on the exam sheet that are hard to remember.

First exam (December 19, 2017): CLICK

Second exam (January 9, 2018): CLICK