Topics in Probability and Stochastic Processes

Module code: MTH712P

Credits: 15.0
Semester: SEM1

Contact: Prof Ilya Goldsheid

Topics will be chosen from the following list: (i) Borel-Cantelli lemma, Kolmogorov's inequalities, strong law of large numbers; (ii) Weak convergence of distributions. The Central Limit Theorem; (iii) Recurrent events and renewal theory; (iv) Further topics in random walks; (v) General theory of Markov chains. Classification of states and ergodic properties; (vi) Continuous time Markov Processes. Please see the module organiser before registering.

Connected course(s): UDF DATA
Assessment: 100.0% Examination
Level: 7