Chap. 0 - Introduction to stochastic processes; Chap. 1. Poisson processes

24 fevereiro 2014, 08:00 • Manuel Cabral Morais

Chap. 0 - Introduction to stochastic processes

0.3 A few examples of stochastic processes

Exercises: 0.38, 0.41

Chap. 1. Poisson processes

1.1 Properties of the exponential distribution (until Exercise 1.11)

Exercises: 1.6(c), 1.9, 1.11

Chap. 0 - Introduction to stochastic processes

18 fevereiro 2014, 13:00 • Manuel Cabral Morais

0.2 A pivotal characteristic of some stochastic processes

0.3 A few examples of stochastic processes (until Remark 0.37)

Quizzes/Exercises: 0.21, 0.32, G1-EpEspecial-19July2013 (section 0.2)

Introduction to the course. Chap. 0 - Introduction to stochastic processes

17 fevereiro 2014, 08:00 • Manuel Cabral Morais

Introduction to the course

Chap. 0 - Introduction to stochastic processes

0.1 Stochastic processes and their characterization

Quizzes/Exercises: 0.2, 0.11, 0.14