- Lecturer
- Prof. Alain-Sol Sznitman
- Coordinator
- Chong Liu
- Time and Location
- Tuesday 10:15 -- 12:00 in HG D5.2, Wednesday 11:15 -- 12:00 in ML H44

Poisson processes; renewal processes; Markov chains in discrete and in continuous time; some applications.

The new exercises will be posted here on Tuesday and handed out in class on Wednesday. We expect you to look at the problems and to prepare questions for the exercise class on Thursday.

Please hand in your solutions to the respective assistant in the exercise class or in the tray outside HG G53-54 one week later. Your solutions will be corrected and returned to you in the following exercise class.

exercise sheet | due by | solutions |
---|---|---|

Exercise sheet 1 | March 2 | Solution 1 |

Exercise sheet 2 | March 9 | Solution 2 |

Exercise sheet 3 | March 16 | Solution 3 |

Exercise sheet 4 | March 23 | Solution 4 |

Exercise sheet 5 | March 30 | Solution 5 |

Exercise sheet 6 | April 6 | Solution 6 |

Exercise sheet 7 | April 13 | Solution 7 |

Exercise sheet 8 | April 27 | Solution 8 |

Exercise sheet 9 | May 4 | Solution 9 |

Exercise sheet 10 | May 11 | Solution 10 |

Exercise sheet 11 | May 18 | Solution 11 |

Exercise sheet 12 | May 25 | Solution 12 |

Exercise sheet 13 | June 1 | Solution 13 |

time | room | assistant | students |
---|---|---|---|

Th 09-10 | ML H 43 | Chong Liu (chong.liu@math.ethz.ch) | A-K |

Th 12-13 | HG D 5.2 | Maximilian Nitzschner (maximilian.nitzschner@math.ethz.ch) | L-Z |

- Stochastic Processes with Applications by R. N. Bhattacharya and E. C. Waymire (SIAM 2009)
- Essentials of Stochastic Processes by R. Durrett (Springer 2012)
- Probability: theory and examples by R. Durrett (4th ed. Cambridge Univeristy Press 2010)
- Applied Stochastic Processes by M. Lefebvre (Springer 2007)
- Adventures in Stochastic Processes by S. I. Resnick (BirkhĂ¤user 2005)