Applied Probability (Alsmeyer)
Lecture: |
Tuesdays, 10am - 12pm, room M6 |
Lecturer: |
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Assistance: |
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QISPOS: |
The course in the course catalogue |
Course syllabus: |
This course aims to introduce students to the classical areas of applied probability theory through a selection of fundamental models. Topics include queueing theory, risk theory, population models and population genetics, epidemiology, and reliability theory. The theoretical foundation for these models is built on discrete- and continuous-time Markov chains, martingales, branching processes, and renewal theory, all of which will be studied to the extent necessary for understanding and analyzing the models. Participants are expected to have a basic knowledge of probability theory, discrete Markov chains, and martingales. |
Learnweb: |
The corresponding Learnweb course can be found here. |
Course assessment: |
There will be an oral exam at the end of the course. Admission to the oral exam is conditional on obtaining at least 40% of the points of the problem sets. |
Tutorial
Tutorial: |
Wednesday, 14:00 - 16:00 in SRZ 204 |
Problem sets: |
The problem sets can be found in the Learnweb course. |