Vincent Tassion: Catalogue data in Spring Semester 2021 |  |
| Name | Prof. Dr. Vincent Tassion |
| Field | Mathematics |
| Address | Professur für Mathematik ETH Zürich, HG G 36.2 Rämistrasse 101 8092 Zürich SWITZERLAND |
| Telephone | +41 44 632 87 93 |
| vincent.tassion@math.ethz.ch | |
| URL | http://www.math.ethz.ch/~vtassion |
| Department | Mathematics |
| Relationship | Associate Professor |
| Number | Title | ECTS | Hours | Lecturers | |
|---|---|---|---|---|---|
| 401-3600-21L | Student Seminar in Probability Theory  Limited number of participants. Registration to the seminar will only be effective once confirmed by email from the organizers. | 4 credits | 2S | W. Werner, J. Bertoin, V. Tassion | |
| Abstract | |||||
| Learning objective | |||||
| 401-3602-00L | Applied Stochastic Processes  | 8 credits | 3V + 1U | V. Tassion | |
| Abstract | Poisson processes; renewal processes; Markov chains in discrete and in continuous time; some applications. | ||||
| Learning objective | Stochastic processes are a way to describe and study the behaviour of systems that evolve in some random way. In this course, the evolution will be with respect to a scalar parameter interpreted as time, so that we discuss the temporal evolution of the system. We present several classes of stochastic processes, analyse their properties and behaviour and show by some examples how they can be used. The main emphasis is on theory; in that sense, "applied" should be understood to mean "applicable". | ||||
| Literature | R. N. Bhattacharya and E. C. Waymire, "Stochastic Processes with Applications", SIAM (2009), available online: http://epubs.siam.org/doi/book/10.1137/1.9780898718997 R. Durrett, "Essentials of Stochastic Processes", Springer (2012), available online: http://link.springer.com/book/10.1007/978-1-4614-3615-7/page/1 M. Lefebvre, "Applied Stochastic Processes", Springer (2007), available online: http://link.springer.com/book/10.1007/978-0-387-48976-6/page/1 S. I. Resnick, "Adventures in Stochastic Processes", Birkhäuser (2005) | ||||
| Prerequisites / Notice | Prerequisites are familiarity with (measure-theoretic) probability theory as it is treated in the course "Probability Theory" (401-3601-00L). | ||||
| 401-5600-00L | Seminar on Stochastic Processes | 0 credits | J. Bertoin, A. Nikeghbali, B. D. Schlein, V. Tassion, W. Werner | ||
| Abstract | Research colloquium | ||||
| Learning objective | |||||