Markov I: Discrete Markovian Models + Markov Processes and Applications + Poissonian Clouds
Course details
Here is a detailed introduction to the Markov I course.
- Professeur: Thomas Duquesne
- Class format: Lecture course without TDs
- ECTS: 6+3 ECTS (For major applied probability and EDProba, it’s only 6 ECTS - don’t need to study Poisson cloud)
- Content:
- Markov chain (including random graphs)
- Markov process and applications (continuous time with discrete state)
- Poissonian clouds
- Difficulty coefficient: ⭐⭐⭐
- Characteristics:
- The pace is fast and there’s a lot of content, but it’s not very difficult.
- The teacher especially likes to use original questions from past finals on the final exam.
- You may bring notes and any handwritten or printed material (including your own answers from previous exams) to the final exam
Here is the textbook version 2023-2024 of this Course. [pdf]
Previous Examens
Here is some previous examens: