Lecture notes for MA3238/ST3236

Stochastic Process I

 

†††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††††

Syllabus

 

1. Probability Review

 

Part 1†††† Part 2†††† Part 3††† Part 4††

 

2. Markov Chains

 

†††††††††† Part 1††††† Part 2††††† Part 3†††

Part 4†† ††Part 5††††

†††††††††† Part 6†† revision

†††††††††† Part 7

 

 

Reading Material 1

Reading Material 2

 

3. Branching process

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††† Part 1 †††††† Part 2

4. Poisson processes

††† Part 1†††† Part 2††††† Part 3 †††††††††† Part 4

†† Part 5†††††

4. Revision

††† Part 1

We donít have any Lectures from Nov. 11.Good Luck to your final examinations!

 

Tutorial

††† Exercises 1 (solution 1)††††††† Exercises 2 (solution 2)

††† Exercises 3 (solution 3)††††††† Exercises 4 (solution 4)

††† Exercises 5 (solution 5)††††††† Exercises 6 (solution 6)

††† Midterm test (solution)

††† Exercises 7(solution 7)††††††† Exercises 8 (solution 8)†††

††† Exercises 9 (solution 9)††††††† Exercises 10 (solution 10)

††† Exercises 11 (solution 11)