100382 Stochastic Processes

Course offering details

Instructors: Dr. Keivan Mallahi Karai

Type: Lecture

Org-unit:

Course Name Abbreviation: StochProc

Hours per week: 3

Credits: 7.50

Min. | Max. participants: - | -

Partial Grades:
Final Exam (40%)
Midterm Exam (40%)
Home Work (20%)

Official Course Description:
This course is an introduction to the theory of stochastic processes. The
course will start with a brief review of probability theory including probability spaces, random
variables, independence, conditional probability, and expectation.
The main part of the course is devoted to studying important classes of discrete and continuous
time stochastic processes. In the discrete time case, topics include sequences of independent
random variables, large deviation theory, Markov chains (in particular random walks on
graphs), branching processes, and optimal stopping times. In the continuous time case, Poisson
processes, Wiener processes (Brownian motion) and some related processes will be discussed.
This course alternates with Applied Stochastic Processes.

Literature
Primary Text
Required Reading (To view a list click a category.)
Recommended Reading (To view a list click a category.)
Appointments
Date From To Room Instructors
1 Tue, 3. Feb. 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
2 Th, 5. Feb. 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
3 Tue, 10. Feb. 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
4 Th, 12. Feb. 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
5 Tue, 17. Feb. 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
6 Th, 19. Feb. 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
7 Tue, 24. Feb. 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
8 Th, 26. Feb. 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
9 Tue, 3. Mar. 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
10 Th, 5. Mar. 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
11 Tue, 10. Mar. 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
12 Th, 12. Mar. 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
13 Tue, 17. Mar. 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
14 Th, 19. Mar. 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
15 Tue, 24. Mar. 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
16 Th, 26. Mar. 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
17 Tue, 7. Apr. 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
18 Th, 9. Apr. 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
19 Tue, 14. Apr. 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
20 Th, 16. Apr. 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
21 Tue, 21. Apr. 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
22 Th, 23. Apr. 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
23 Tue, 28. Apr. 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
24 Th, 30. Apr. 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
25 Tue, 5. May 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
26 Th, 7. May 2015 08:15 09:30 East Hall 4 Dr. Keivan Mallahi Karai
27 Tue, 12. May 2015 09:45 11:00 East Hall 4 Dr. Keivan Mallahi Karai
Course specific exams
Description Date Instructors Mandatory
1. Final Exam Th, 21. May 2015 09:00-11:00 Dr. Keivan Mallahi Karai No
1. Midterm Exam Time tbd No
1. Home Work No Date No
Contained in course catalogues
Course catalogue
Course Catalogue > Engineering and Science > Mathematical Sciences > Undergraduate Level Courses
Class Session Overview
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Instructors
Dr. Keivan Mallahi Karai