Lecture:

Monday, 2 pm - 4 pm, M4
Wednesday, 2 pm - 4 pm, M4

Lecturer: 

Jun.-Prof. Chiranjib Mukherjee

Assistance: 

Yannic Bröker

QISPOS:

The course in the course catalogue
The tutorial in the course catalogue

Course syllabus:

In this course, we will discuss martingales in discrete time, the theory of discrete time Markov chains, applications of martingales to Markov chains, stationary processes, ergodic theorems and the notion of entropy. Further topics will be decided upon at a later stage.

Learnweb:

Please enrol in the Learnweb with the password WT2201920.

Course assessment:

There will be an oral/written exam at the end of the course. Admission to the exam is conditional on obtaining 40% of the points of the problem sets.

Tutorial:

Monday, 4 pm - 6 pm, SRZ 205

Problem sets: