MTH6141 - Random Processes - 2023/24
| Topic | Name | Description |
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Key information about how the module will run. |
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| Lecture Notes | ||
| Week 1 - Markov Chain Basics | This module builds on your first and second year probability modules. Have a go at this sheet to check you are up to speed with the background material you will need. This sheet will be used in the Week 1 seminars. |
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This sheet will not be assessed. We will discuss selected parts in the seminars in Week 2. |
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| Week 2 - First Step Analysis | This sheet will not be assessed. We will discuss selected parts in the seminars in Week 3. |
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| Week 3 - Long-term Behaviour I | This sheet will not be assessed (but see below for one part to submit). We will discuss selected questions in the seminars in Week 4. |
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| Week 4 - Long-term behaviour II | ||
| Week 5 - More on limiting and equililbrium distributions/Recurrence and Transience | ||
This is the first sheet for Assessment. Details of what you need to do are in the document. Submission will be via the tool in the Week 7 topic (to appear). This assessment contributes 10% towards your mark for the module. |
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| Week 6 - Recurrence and Transience | ||
| Week 8 - Poisson Process Definition | ||
| Week 9 - More on the Poisson Process | ||
This is the second sheet for Assessment. Details of what you need to do are in the document. Submission will be via the tool in the Week 11 topic (to appear). This assessment contributes 10% towards your mark for the module. See the Student Forum for posts answering some student questions on this Assessment. |
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| Week 10 - Birth Processes | ||
| Week 11 - Continuous-time Markov Chains | ||
| Assessment information | Information on what you can expect in the exam and how to prepare for it. |
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