Probability and Stochastics 1

URL study guide

https://tue.osiris-student.nl/onderwijscatalogus/extern/cursus?cursuscode=2MMS10&collegejaar=2026&taal=en

Description

Weeks 1-3: Renewal processes

Weeks 4-5: Branching processes

Weeks 6-7: Brownian motion

Objectives

Acquiring knowledge of several stochastic processes which play a fundamental role in probability theory and its applications. Students are expected both to understand the proofs of the treated results, and to be able to apply these results.

Method of Assessment

Written examination