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Course module: 2MMS30
2MMS30
Probability and stochastics 2
Course info
Course module2MMS30
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 persondr. W.J.T. Hulshof
Telephone-
E-mailw.j.t.hulshof@tue.nl
Lecturer(s)
Contactperson for the course
dr. W.J.T. Hulshof
Other course modules lecturer
Responsible lecturer
dr. W.J.T. Hulshof
Other course modules lecturer
Co-lecturer
dr. J. Komjathy
Other course modules lecturer
Academic year2016
Period
2  (14/11/2016 to 05/02/2017)
Starting block
2
TimeslotE: E - Mo 9-10, Tu 5-8, Th 1-4
Course mode
Fulltime
Remarks-
Registration openfrom 15/06/2016 up to and including 23/10/2016
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
Martingales (with examples from branching processes, random walks and Brownian motion); Random walks: advanced results that use martingales; Branching processes: advanced results on phase transitions
Entrance requirements
The following course module must be completed:
- Probability and Stochastics 1 (2MMS10)
Entrance requirements tests
-
Assumed previous knowledge
-
Previous knowledge can be gained by
-
Resources for self study
-
Bachelor College or Graduate School
Graduate School
Required materials
-
Recommended materials
Additional lecture notes, provided by the lecturer
ISBN 10: 0-12-398552-8
ISBN:978-0-12-398552-1
Title:A First Course in Stochastic Processes, 2nd Edition
Author:Karlin & Taylor
Instructional modes
College / course

General
-

Remark
-
Tests
Written
Test weight100
Minimum grade6
Test typeWritten
Number of opportunities2
OpportunitiesBlock 2, Block 3
Test duration in minutes180

Assessment
-

Remark
-

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Kies de Nederlandse taal