Course Exam
250068 VO Stochastic processes (2022W)
Labels
ON-SITE
WHEN?
Monday
06.03.2023
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: Tu 16.07.2024 00:17