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Course module: 2MMS10
2MMS10
Probability and Stochastics 1
Course info
Course module2MMS10
Credits (ECTS)5
Category-
Course typeGraduate School
Language of instructionEnglish
Offered byEindhoven University of Technology; Mathematics and Computer Science; Mathematics;
Is part of
Computer Science and Engineering
Industrial and Applied Mathematics
Contact personprof.dr.ir. O.J. Boxma
Telephone2858
E-mailo.j.boxma@tue.nl
Lecturer(s)
Responsible lecturer
prof.dr.ir. O.J. Boxma
Feedback and reachability
Other course modules lecturer
Contactperson for the course
prof.dr.ir. O.J. Boxma
Other course modules lecturer
Academic year2016
Period
1  (05/09/2016 to 13/11/2016)
Starting block
1
TimeslotD: D - We 5-8, Th 9-10, Fr 1-4
Course mode
Fulltime
Remarks-
Registration openfrom 15/06/2016 up to and including 28/08/2016
Application procedureYou apply via OSIRIS Student
Explanation-
Registration using OSIRISYes
Registration open for students from other department(s)Yes
Pre-registrationNo
Waiting listNo
Number of insufficient tests-
Number of groups of preference1
Learning objectives
Acquiring knowledge of several stochastic processes which play a fundamental role in probability theory and its applications. Students are expected both to understand the proofs of the treated results, and to be able to apply these results in applications.
Content
Weeks 1+2: Poisson processes; Markov chains in discrete time; Markov processes in continuous time.

(Note: this is to some extent a refresher regarding the material treated in the BA course 2WB20 on Stochastic Processes).

Weeks 3+4: Introduction to branching processes.

Week 5: Introduction to random walks.

Weeks 6+7: Introduction to Brownian motion
Entrance requirements
Entrance requirements tests
-
Assumed previous knowledge
2MMS30 Probability and stochastics 2
Previous knowledge can be gained by
-
Resources for self study
-
Bachelor College or Graduate School
Graduate School
Additional previous knowledge
A sound knowledge of probability theory is required (see, e.g., the course 2WS20). Knowledge of the contents of the bachelor course on Stochastic Processes (2WB20) is helpful. However, in the first two weeks of 2MMS10 we give a crash course on the topics of 2WB20. For those who already took 2WB20 this is a refresher that will not require a major effort; for those for whom this material is new, the first two weeks may be demanding.
Additional previous knowledge
A sound knowledge of probability theory is required (see, e.g., the course 2WS20). Knowledge of the contents of the bachelor course on Stochastic Processes (2WB20) is helpful. However, in the first two weeks of 2MMS10 we give a crash course on the topics of 2WB20. For those who already took 2WB20 this is a refresher that will not require a major effort; for those for whom this material is new, the first two weeks may be demanding.
Required materials
-
Recommended materials
Title:A first course in stochastic processes
Author:S. Karlin and H.M. Taylor
Instructional modes
College / course

General
-

Remark
-
Tests
Written
Test weight100
Minimum grade6
Test typeWritten
Number of opportunities2
OpportunitiesBlock 1, Block 2
Test duration in minutes180

Assessment
-

Remark
Home assignments will be given during the course. They will count as bonus. For details, please see the course syllabus

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