Introduction to stochastic processes
Fall 2010


Meetings: 10.15-12.00 and 13.00-14.45 (September 6, 7, 13 and 14)
in room 023 of the Buys Ballot Laboratorium
Instructors: Onno Boxma
office: HG 9.14
telephone: 247 2858
e-mail: o.j.boxma@tue.nl
Ivo Adan
office: HG 9.07
telephone: 247 2932
e-mail: i.j.b.f.adan@tue.nl
Office Hours: After class
or when I am in
Examination: In class assignment on September 27, 13:15-16:15h
in Room 001 of the Buys Ballot Laboratorium
Note: the exam is closed book
At UvA: in Room 1.01 of the M-Building
Text: Introduction to Probability Models
Harcourt/Academic Press, San Diego, 9th ed., 2007
Sheldon M. Ross
Additional info: http://wwwhome.math.utwente.nl/~litvakn/ISP/

Course outline week 1

  1. Sec. 4.1, 4.2 (not ex. 4.10), 4.3 (not ex. 4.16), 4.4 (not ex. 4.20, 4.22), 4.5 (until Subsec. 4.5.2), 4.6
  2. Sec. 4.7, 7.1, 7.2, 7.3, 7.4, 7.5

Course outline week 2

  1. Sec. 5.1, 5.2 (not ex. 5.7), 5.3 (until Subsec. 5.3.6, but without ex. 5.15, 5.17)
    Handout about generating functions and Laplace transforms
  2. Sec. 6.1, 6.2, 6.3, 6.4, 6.5, 6.7

Exercises

Exam