Osion kuvaus

• Materiaalit
  • Valitse aktiviteetti Lecture notes The main course material is the lect...

    Luentomoniste

    Kurssin pääoppimateriaali on luentomoniste. Kurssin menestyksellinen suorittaminen edellyttää luentomonisteen itsenäistä lukemista, sillä kaikkia kokeessa vaadittavia asioita ei käsitellä luennoilla. Luentomoniste on saatavilla sekä englanniksi että suomeksi.

  • Valitse aktiviteetti Additional online material

    Additional online material

  • Valitse aktiviteetti DA Levin, Y Peres: Markov Chains and Mixing Times

    

    DA Levin, Y Peres: Markov Chains and Mixing Times Verkko-osoite

    Free online version of an excellent book by David Levin and Yuval Peres.

  • Valitse aktiviteetti CM Grinstead, JM Snell: Introduction to Probability

    

    CM Grinstead, JM Snell: Introduction to Probability Verkko-osoite

    Free online version of a book by Grinstead and Snell.

  • Valitse aktiviteetti Books An excellent book with emphasis on operation...

    Books

    An excellent book with emphasis on operations research and engineering applications is

    • VG Kulkarni. Modeling and Analysis of Stochastic Systems. Chapman and Hall/CRC 2016 (available online from Aalto library).

    
    

    A large portion of the topics discussed during the course are available for example in the textbooks

    • P Brémaud: Markov Chains, Springer 1999.
    • R Durrett. Essentials of Stochastic Processes. Springer 2012.

    If you are consider to study stochastics all the way up to MSc/DSc level, the following textbook might be recommended:

    • O Kallenberg: Foundations of Modern Probability. Springer 2002.