onderwijs
Stochastics
On this webpage, I will provide information about the course. For questions and remarks, please contact me at rmeester@few.vu.nl.
MATERIAL
Most of the material of the course will be taken from the little book Random walks and electric networks, by Doyle and Snell; you can click here for the pdf file of this book. We will also use the book A natural introduction to probability theory, by Ronald Meester. You can find a link to the pdf file of this book by clicking here . We will discuss Chapter 3. Finally, here is a picture of the cake baked by one of the participants of this course a few years ago.
EXAM
The exam will be take-home, and possibly an individual discussion afterwards. Students have the opportunity to give a presentation, that is, prepare one of the lectures in the course. The students who give a presentation will get a shorter take-home exam than those who don't. Since you learn a lot by preparing such a lecture, I advise you to do so – we will discuss this issue during the first meeting. We will sometimes also do exercises in class, depending on the need.
HERE IS
THE EXAM, PUT ON THE WEB ON JUNE 7, 2010. The deadline for sending me the
solutions is JUNE 14 at NOON. In
case of problems, you can contact me at the usual email address. You can send
me the answers either by email (not .jpg,
only .pdf and .doc are accepted) or by ordinary mail, but make sure it
reaches me on time. For ordinary mail you can use the address: VU University,
Department of Mathematics, De Boelelaan 1081, 1081 HV
You can download old exams by clicking here and here. Here are the figures needed for the last exam: Figure 1; Figure 2; Figure 3. For the (partial) solution of the last exam, click here.
COURSE SCHEDULE
We will start at 10.15 every week, and in principle I will try to stop around 12.15. There will be lectures on the following dates:
February:
12: material: roughly until 1.2.2 in D&S; exercises: 1.1.1, 1.1.2, 1.1.3, 1.1.5, 1.1.6, 1.1.7, 1.1.8.
19: material: roughly until 1.2.4 (inclusive); exercises: 1.1.9 – 1.1.11; 1.2.1, 1.2.2, 1.2.5 (perhaps we do this exercise in class).
26: material: 1.2; exercises: 1.2.6, 1.2.9.
March:
5: material: finish 1.2; exercise: 1.2.9.
12: Max Potters and Kayin Leung: 1.3.1 – 1.3.3.
19: Hanneke Jansen and Deborah Cabib: 1.3.4 – 1.3.5.
26: Silvia Comelli and Federico Faraci: 1.4.1 – 1.4.2.
April:
9: Katarzyna Wolny and Anna Kincel: 1.4.3 – 2.1.
16: Frederique Kuiper
and Maaike Barteling: 2.2.
23: Gideon Cramwinckel en Jacob Akkerboom: 2.3.
May:
7: Arend Jan Gerrits and Jo-an Sanders: 2.4.
21: material: Chapter 3 of “A natural introduction
….”, beginning.
28: material: Chapter 3 of the same book, the remaining material.
All students are requested to be present every week. In case of problems, let me know as soon as possible, preferably via email: rmeester@few.vu.nl. I will write down every week what we have done, and which exercises will be discussed.
EXERCISES
Please click here for the solutions to the exercises in 1.3.1-1.3.3 as prepared by Max and Ka Yin.
For the solutions of the exercises in 1.3.4-1.3.5, please click here. These were prepared by Deborah and Hanneke.
Silvia and Federico prepared these solutions to the exercises in 1.4.1 and 1.4.2.
Please click here for the solutions to the exercises in 1.4.3 and 2.1 as prepared by Anna and Katarzyna.
Most exercises done by Frederique and Maaike can be found upon clicking here.
This is what Arend Jan and Jo-an made of their exercises.
