Stochastische Modelle
WS 2010/2011
(LVNr. 3236 L 298 / 299)
 (09.03.2011) The second date for the oral exam has been fixed to Thursday, April 14th. For
appointments please contact Prof. Scheutzow.
 (27.01.2011) There will be two dates for the oral examination.
Then first is February 23rd,
the second will be in the week of
April 11th15th (the exact date will be announced on this
website as soon as it has been fixed). If you want to take the exam you must do this on one of the two offered
occasions  there will be no further dates.
 (17.01.2011) The lecture notes
have been extended to include a
chapter on Gaussian processes. It is, however, a preliminary version,
so it might still contain some mistakes!
 (07.01.2011) The total number of assignments for this semester is
14.
 (06.12.2010) Attention! There is a new
version of the lecture
notes!
 (29.11.2010) The simple random walk in problem 2, assignment 6 is
the symmetric simple random
walk.
 (25.11.2010) To better suit your needs Maite's office hour has
been split into two parts.
 (24.11.2010) The correct version of problem 2 on assignment 5 is
online now. Since this is on a very short notice, you are allowed to
hand in this problem next week.
 (22.11.2010) Unfortunately there was again a typo in the 1st
exercise on the 5th assignment. The correct pdf is online now.
 (18.11.2010) Attention! The lecture notes by Prof. Dr. Scheutzow
have been extended to include the topics "card shuffling", "Markov
chain mixing times", "reversible Markov chains" and "perfect
simulations". The new version (in German) is available here.
 (05.11.2010) There were two typos on the last problemsheet
(assignment 3) in problems 3 and 4!! The corrected version is now
online!
 (03.11.2010) Maite's office hour will exceptionally be moved from
Monday 08.11.2010 10h12h to Tuesday 09.11.2010 16h18h (also in room
MA 752).
 (25.10.2010) Maite's office hour is fixed now. This week though,
you can come on Tuesday 26.10., 17h18h, and Wednesday 27.10., 16h17h
to the MA 745.
 (21.10.2010) The first problem sheet is available: The
distribution of points has changed!
 (08.10.2010) Lectures start on Monday, October 18th, tutorials
in the same week on Thursday, October 21st.
 (08.10.2010) The information given on this website can also be
found on this informationsheet . (Up to
now only on German.)
Team


room

office hour

mail

lecturer 
Prof.
Dr. M. Scheutzow

MA 776

Tuesday 10h11h30

ms "at" math.tuberlin.de

assistant

M. Wilke Berenguer

MA 784

Monday 10h1511h15 in room MA 752
and 18h19h in room MA 784

wilkeber "at" math.tuberlin.de

Classes (c.t.)
lectures

Monday

14h16h

MA 649


Wednesday

14h16h

MA 649

tutorial

Thursday

12h14h

MA 649

Exercises
A new problemsheet will be found here every week. This is to be
handed in in fixed groups of two students every Thursday of the
following week before the beginning of the tutorial.
There will be a total number of 14
assignments, i.e. to be admitted to the exam you must achieve a score
of at least 140.
Assignment 1
Assignment 2
Assignment 3 (corrected
version)
Assignment 4
Assignment 5 (recorrected version)
Assignment 6
Assignment 7
Assignment
8
Assignment
9
Assignment
10 Assignment
11
Assignment
12
Assignment 13
Assignment 14
Exam
The examination will presumably take place at
the end of the
semester in the form of an oral exam. To take it you will have to have
achieved a score of at least 50% on your homework.
Literature
There are lecture
notes by Prof. Dr.
Scheutzow accompanying this
class. In addition, you might want to take a look at the
lecture notes
by Prof. Dr. König on "Stochastic Processes" as they cover
a
similar
range of topics.