Stochastic processes and applications DSBA 2025/2026 — различия между версиями
Bdemeshev (обсуждение | вклад) (Новая страница: «=== Course goals === 侍には目標がなく道しかない [Samurai niwa mokuhyō ga naku michi shikanai] A samurai has no goal, only a path. Course [https:/…») |
Bdemeshev (обсуждение | вклад) |
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== Samurai diary: Stochastic Process == | == Samurai diary: Stochastic Process == | ||
| − | 2025-09-02, lecture 1: | + | 2025-09-02, lecture 1: Rules of the game, definition of a Markov chain, Chapman-Kolmogorov equations, calculation of n-step transition probabilities, failed attempt to discuss first step analysis. Check 1.1-2.1 from |
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| − | 2025-09-06, class 1: | + | 2025-09-06, class 1: |
== Sources of Wisdom == | == Sources of Wisdom == | ||
Версия 17:06, 2 сентября 2025
Содержание
Course goals
侍には目標がなく道しかない [Samurai niwa mokuhyō ga naku michi shikanai]
A samurai has no goal, only a path.
Course whitepaper
Telegram chat (не берёт на парковке)
Home assignments, exams and grading
Stochastic Processes = 0.35 Halloween Exam + 0.40 Ded Moroz Exam + 0.25 Home Assignments
[... Home assignments :)]
Samurai diary: Stochastic Process
2025-09-02, lecture 1: Rules of the game, definition of a Markov chain, Chapman-Kolmogorov equations, calculation of n-step transition probabilities, failed attempt to discuss first step analysis. Check 1.1-2.1 from
Classes
2025-09-06, class 1:
Sources of Wisdom
StoPro: Problems in Stochastic Processes
In2Pro: Blitstein, Hwang, Introduction to probability.
Mchains Cambridge lectures on Markov chains.
MarkovTex: Representing Markov Chains in Latex.
Takis: Takis Konstantinopulos, One hundred solved exercises on Markov chains.
Convergence modes review from Cornell university
Convergence modes: Saravan Vijayakumaran, convergence modes with examples
ts2010: Aad van der Vaart, Time Series course with hardcore math
Past course iterations: 2024-2025, 2023-2024, 2022-2023, 2021-2022, 2020-2021.
