Chap. 1. Poisson processes

5 março 2013, 13:00 • Manuel Cabral Morais

1.3 Epochs in Poisson processes

1.4 Merging and splitting Poisson processes (until Exercise 1.69)

Exercises: 1.56 (a)-(b),1.57, 1.58(hints), 1.60, 1.64(c), 1.69(a)-(b)

Chap. 1. Poisson processes

4 março 2013, 08:00 • Manuel Cabral Morais

1.2 Poisson Process: definitions (from Exercise 1.35)

Exercises: 1.35(hints), 1.36, 1.41, 1.39(a)-(c), 1.40, 1.43(hints), 1.46, 1.51(b)

Chap. 1. Poisson processes

26 fevereiro 2013, 13:00 • Manuel Cabral Morais

1.1 Properties of the exponential distribution (from Prop. 1.19)

1.2 Poisson Process: definitions (until Exercise 1.34)

Exercises: 1.20(a)-(b), 1.21(a), 1.24(c), 1.27(proof (1.19)), 1.28 (a)-(b), 1.34

Chap. 1. Poisson processes

25 fevereiro 2013, 08:00 • Manuel Cabral Morais

1.1 Properties of the exponential distribution (up to Exercise 1.18)

Exercises: 1.3(c), 1.6(a)-(b), 1.8(b)-(c), 1.9, 1.10, 1.14, 1.16(a)-(b), 1.17(hints), 1.18

Chap. 0 - Introduction to stochastic processes

19 fevereiro 2013, 13:00 • Manuel Cabral Morais

0.3 A few examples of stochastic processes

Quizzes/Exercises: 0.25, 0.32, 0.36, 0.38, 0.41, 0.43