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.
 
Please read again the parts of syllabus that concern midterms: CLICK
 
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
 
There will be two questions on the midterm.
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.
 
First midterm (September 29, 2017): CLICK, Solutions: CLICK
 
Make-up midterm of First midterm (November 16, 2017): CLICK
 

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)
 
There will be two questions on the midterm.
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.
 
Second midterm (October 27, 2017): CLICK, Solutions: CLICK
 
Make-up midterm of second midterm (December 6, 2017): CLICK
 

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)
 
There will be two questions on the midterm.
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.
 
Third midterm (December 1, 2017): CLICK, Solutions: CLICK
 
Make-up midterm of third midterm (December 7, 2017): CLICK