Hinweis: Diese Veranstaltung wird im Wintersemester 2014/15 in englischer Sprache durchgeführt. Das betrifft insbesondere die Vorlesung sowie die Hausaufgaben. Aus diesem Grund stellen wir fast alle Informationen nur in englischer Sprache zur Verfügung.

Markov Chains in winter term 2014/15

Dates: Wednesdays, 14:00 to 16:00 in room 0.01.17 (Hochbrück Hörsaal 2, 8102.EG.117, ground floor) at Parkring 37 (entrance left of EDEKA) in Garching-Hochbrück.
Start: 8th October 2014
Instructor: Prof. Dr. Noam Berger
Prerequisites: MA1401 Introduction to Probability Theory

Olle Häggström: Finite Markov chains and algorithmic applications, Cambridge University press, 2002.

J. R. Norris: Markov Chains, Cambridge University press, 1999.

Wolfgang Woess: Denumerable Markov chains, European Mathematical Society, 2009.

Script: Is available in TUMonline.
Final exam:    
Assessment regime:

There are no additional materials allowed at the exams.

Written exam: Wednesday, 4.2.2015, 15:00-16:00, MW 0001 Gustav-Niemann-Hörsaal (5510.EG.001)

The exam is graded and the results are published in TUMonline. The exam inspection will take place on Tuesday, 17.2.2015, 10:00-11:00, in seminar room 2.02.11, Parkring 11, Hochbrück.

Second Written exam: Wednesday, 1.4.2015, 13:00-14:00, Interims Hörsaal 1 (5620.01.101)

The second exam is graded and the results are published in TUMonline. The exam inspection will take place on Monday, 13.4.2015, 10:00-11:00, in seminar room BC1 2.02.01, Parkring 11, Hochbrück.

Exercise classes:
Dates of classes:

See rooms and dates.

Organization of classes: Felizitas Weidner
Bonus system:

Your exercise sheets will be corrected and graded with points. Through continuous participation you can add a bonus point to your final grade: At the end of the course, if you obtain 50% (or more) of the total points allotted to all the exercises, your grade will go one level up (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 exam is not possible. This bonus counts only for the first exam on 04.02.2015.

If you have any questions concerning the exercise classes, please contact Felizitas Weidner.