MTH6141 Random Processes

School of Mathematical Sciences

MTH6141	Random Processes
Course Material	Spring 2013

The organiser of the course is Mark Jerrum. Lectures are at the following times and places:

The Examples Classes are at the following times and places:

My office hours can be found here. I am in room 251.

Coursework 1 (released 11th January; mainly for discussion at the tutorial, but you are welcome to submit solutions if you like) and solutions.
Coursework 2 (released 22nd January, due 29th January). and solutions.
Coursework 3 (released 29th January, due 5th February) and solutions.
Coursework 4 (released 5th February, due 12th February) and solutions.
Coursework 5 (released 12th February, due 26th February) and solutions.
Coursework 6 (released 26th February, due 5th March) and solutions.
Coursework 7 (released 5th March, due 12th March) and solutions.
Coursework 8 (released 12th March, due 19th March) and solutions.
Coursework 9 (released 19th March, due 28th March) and solutions.

I do not intend to provide full lecture notes. However, I will post key material - definitions, theorems and proofs - here as the course progresses.

Chapter 1 covers the material up to reading week, i.e., discrete-time processes.
Chapter 2 covers the remaining material, i.e., continuous-time processes.

Taylor and Karlin, An Introduction to Stochastic Modelling. (Similar in scope and level to this course.)
Grimmett and Stirzaker, Probability and Random Processes. (For those who want to delve further. More technical in style, but fairly readable.)

Past papers are available from the Library web site. (This is only the second year this module has run, but the MTH6130 papers will give a good idea of what to expect.)
solutions to the May 2011 MTH6130 paper.
solutions to the May 2012 MTH6141 paper.