Course Exam
250068 VO Stochastic processes (2021W)
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Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Tu 04.01.2022 00:00 to Mo 24.01.2022 23:59
- Deregistration possible until Mo 24.01.2022 23:59
Examiners
Information
Examination topics
Markov chains: recurrence, transience, invariant measure, convergence to equilibrium.
Martinagles: stopping times, optional stopping, convergence theorem.
Martinagles: stopping times, optional stopping, convergence theorem.
Assessment and permitted materials
Written exam
Minimum requirements and assessment criteria
50% at written exam required for pass grade.
Last modified: Fr 25.11.2022 09:08