Chap. 3. Discrete time Markov chains

15 abril 2014, 13:00 • Manuel Cabral Morais

3.2 Chapman-Kolmogorov equations; marginal and joint probabilities (from Exercise 3.15)

3.3 Classification of states; recurrent and transient states (until Prop. 3.36)

Exercises: 3.15, 3.16(a)(b), G2-11June2013-Exercise1, 3.22(c), 3.25, 3.32(a),(d), 3.35

[Obs.: Fraca afluência devido à realização do teste da disciplina de “Introdução aos Processos Estocásticos”, hoje às 17:00.]

Chap. 2. Renewal processes. Chap. 3. Discrete time Markov chains

14 abril 2014, 08:00 • Manuel Cabral Morais

Chap. 2. Renewal processes

2.9 Delayed renewal processes

2.10 Regenerative processes

Exercises: 2.121(a), 2.130(hints)

Chap. 3. Discrete time Markov chains

3.1 Definitions and examples

3.2 Chapman-Kolmogorov equations; marginal and joint probabilities (until Remark 3.14)

Exercises: 3.6, 3.11

Chap. 2. Renewal processes

8 abril 2014, 13:00 • Manuel Cabral Morais

2.7 Reward renewal processes (from Exercise 2.95)

2.8 Alternating renewal processes

2.9 Delayed renewal processes

Exercises: 2.95(hints, cont’d), G4-EpEspecial-19July2013(a)(b), G1-Test2-24June2013 (b), 2.113 (hints), 2.116 (one example)

Chap. 2. Renewal processes

7 abril 2014, 08:00 • Manuel Cabral Morais

2.6 Recurrence times; the inspection paradox (from Prop. 2.79)

2.7 Reward renewal processes (until Exercise 2.95)

Exercises: 2.80, 2.81, G3-Test1Recurso-24June2013-Exercise 2(b), 2.91(c), 2.95(hints)

Chap. 2. Renewal processes

1 abril 2014, 13:00 • Manuel Cabral Morais

2.5 Key renewal theorem and other limit theorems (from Definition 2.65)

2.6 Recurrence times; the inspection paradox (until Prop. 2.79)

Exercises: 2.66(hints), 2.70, 2.73, 2.78