Probability and Stochastic Processes

Fall term, 2013/2014

• Syllabus.
• Charles M. Grinstead and J. Laurie Snell, "Introduction to Probability".
• Generating functions and characteristic function (slides).
• Sample mean and variance (slides).
• Sum of a random number of independent random variables (slides).
• The Galton-Watson process (slides).
• The multivariate gaussian distribution (slides).
• Sequences of random variables (slides).
• Introduction to stochastic processes (slides).
• Exercises and problems (1).
• Answers.
• Exercises and problems (2).
• Exercises and problems (3).
• Answers.