TMA4265 Stochastic Processes, Autumn 2015

The curriculum consists of

• Chapter 1: Introduction to probability theory assumed to be known
• Chapter 2: Random variables assumed to be known
• Chapter 3: Conditional probability and condititional expectation, 3.1 - 3.5, 3.6.3
• Chapter 4: Markov chains, 4.1 - 4.9
• Chapter 5: The Exponential Distribution and the Poisson Process, 5.1 - 5.3
• Chapter 6: Continuous-time Markov chains, 6.1 - 6.6
• Chapter 8: Queueing theory, 8.1 - 8.3, 8.5, 8.9.1, 8.9.2
• Chapter 10: Brownian motion, 10.1 - 10.3

in Ross, S. (2014). Introduction to Probability Models, 11th edn, Academic Press" which is also available freely to NTNU students as an ebook here.

Everything covered in the lectures, project and exercises is also part of the curriculum.