Stochastic processes

Lecturers: Lasse Leskelä (2014); Kalle Kytölä (2016)
Teaching assistant: Armando W. Gutiérrez

Content:

• random vectors and random processes
• Markov chains
• branching processes
• random point patterns and Poisson processes
• population models
• queues

Study material:

• Durrett, R. Essentials of stochastic processes. Springer, 2012
• Levin, D. and Peres, Y. and Wilmer, E. Markov chains and mixing times. AMS, 2008