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CO905 Stochastic Processes

Online Course Materials

Lecturer: Stefan Grosskinsky

A preliminary version of the full course notes: notes_co905_09.pdf

Lectures: Mon 10-12 and Tue 10-12 in D1.07

Classes: Mon 2-4 and Thu 10-12 in D1.07

Vivas: Fri 6th Feb


Current Viva Timetable

The vivas will take place in the workroom D1.13 on Friday 6th February.
Remember that the first 4 minutes you should say something about a talk of your choice fromo the MIR@W day.

9:40 Jon Mascie-Taylor   11:20 Dan Barker  
14:00 Oliver Hambrey
10:00 Jamie Harris   11:40 Anthony Woolcock   14:20 Jennifer Dudley
10:20 Martine Barons   12:00 Sam Brand   14:40 Ali Adnan
10:40 Viki Sgardeli   12:20 Daniel Peavoy   15:00 Quentin Caudron






Changes in the timetable


Problem Sheets

  • sheet1: conditional probability, Markov processes, branching processes (due on 13.01.)
  • sheet2: continuous time Markov chains, birth-death processes, maximum entropy (due on 22.01.)
    Q2.4: please add a minus sign in the definition of the entropy (changed in online version)
  • sheet3: Brownian motion, continuity equation, simulation of a traffic model (due on 30.01.)
    Q3.2(b): please replace the 'x's in the conservation law by 'y's (changed in online version)


Matlab and C stuff


Additional Literature


Important Relevant Scientists

Andrey Markov, Robert Brown, Andrey Kolmogorov, Albert Einstein, Paul Langevin, Norbert Wiener, Paul Lévy, Max Planck, Adriaan Fokker, Kiyoshi Itō