Mondays 12:15-13:45 at room 3.5.06 (Hochbrück-Seminarraum 3)
Tuesdays 12:15-13:45 at room 3.5.06 (Hochrück-Seminarraum 3)
Start: 11th April 2016
|Instructor:||Prof. Noam Berger|
|Prerequisites:||Probability Theory. A link to the lecture notes of Prof. Gantert's Probability Theory lecture is available here.|
|Content:||Markov chains in continuous time, Markov property, convergence to equilibrium. Feller processes, transition semigroups and their generators, long-time behaviour of the process, ergodic theorems. Applications e.g. to queueing theory, interacting particle systems or time series.|
|Script:||Lecture notes from 2014 are available here.|
|Literature:||T. Liggett (2010): Continuous time Markov processes, American Mathematical Society, USA.|
|Dates of classes:|| |
Exercise classes will be held every Tuesday in two groups:
Group 1: 14:15 - 15:45 in room BC1 2.02.01.
Group 2: 16:15 - 17:45 in room BC1 2.01.10.
The course material will be available in Moodle.
|Bonus system:|| |
Through continuous participation you can add a bonus point to your final grade: At the end of the course, if you obtain 60% (or more) of the total points allotted to all the exercises, your grade will go up one level (if you got a 1.7, this will turn to 1.3, if you got 2.0, it will turn to 1.7 and so on). Improving the grade 1.0 or a failed (4.0 or worse) exam is not possible.
|Organisation of classes:|| |
|Assessment regime:|| |
The first exam took place on Thursday, July 21.
The second exam will be an oral exam. The dates of examination are Tuesday, September 27 and Thursday, October 6.