Stochastische Modelle

WS 2010/2011

(LV-Nr. 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 11th-15th (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 problem-sheet (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 10h-12h to Tuesday 09.11.2010 16h-18h (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., 17h-18h, and Wednesday 27.10., 16h-17h 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 information-sheet . (Up to now only on German.)

Team

		room	office hour	mail
lecturer	Prof. Dr. M. Scheutzow	MA 776	Tuesday 10h-11h30	ms "at" math.tu-berlin.de
assistant	M. Wilke Berenguer	MA 784	Monday 10h15-11h15 in room MA 752 and 18h-19h in room MA 784	wilkeber "at" math.tu-berlin.de

Classes (c.t.)

lectures	Monday	14h-16h	MA 649
	Wednesday	14h-16h	MA 649
tutorial	Thursday	12h-14h	MA 649

Exercises

A new problem-sheet 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.