Schedule

Week 11 (4–7 May):

Section 21: Queues
Section 22: End of Part II – Continuous time Markov jump processes
Problem Sheet 1
Assessment 4: due Thursday 6 May at 1400 (this week)
Lecture: Tuesday at 1400 (Zoom)
Workshops on Problem Sheet 7: Tuesday or Thursday (Zoom) – note some changes of dates
Drop-in sessions: Tuesday or Wednesday (Teams)

Week 10 (26–30 April):

Section 19: Class structure and hitting times
Section 20: Long-term behaviour of Markov jump processes
Problem Sheet 10
Assessment 4: due Thursday 6 May (next week)

Easter break (29 March–23 April)

Week 9 (22–26 March):

Section 17: Continuous time Markov jump processes
Section 18: Forward and backward equations
Problem Sheet 9
Assessment 3: due Thursday 25 March (this week)

Week 8 (15–19 March):

Section 15: Poisson process in infinitesimal time periods
Section 16: Counting processes
Problem Sheet 8
Computational Worksheet 2 / Assessment 2: due Thursday 18 March at 1400 (this week)
Assessment 3: due Thursday 25 March (next week)

Week 7 (8–12 March):

Section 13: Poisson process with Poisson increments
Section 14: Poisson process with exponential holding times
Problem Sheet 7
Computational Worksheet 2 / Assessment 2: computational drop-in sessions this week, due Thursday 18 March (next week)
Assessment 3: due Thursday 25 March (week after next)

Week 6 (1–5 March):

Section 11: Long-term behaviour of Markov chians
Section 12: End of of Part I: Discrete time Markov chains
Problem Sheet 6
Computational Worksheet 2 / Assessment 2: computational drop-in sessions next week, due Thursday 18 March (week after next)
Assessment 3: due Thursday 25 March (three weeks’ time)

Week 5 (22–26 February):

Week 4 (15–19 February):

Section 7: Class Structure
Section 8: Hitting times
Problem Sheet 4
Computational Worksheet 1, with computational drop-in sessions

Week 3 (8–12 February):

Section 5: Discrete time Markov chains
Section 6: Examples from actuarial science
Problem Sheet 3
Assessment 1 due Thursday 11 February (this week)
Computational Worksheet 1: computational drop-in sessions next week

Week 2 (1–5 February):

Section 3: Gambler’s ruin
Section 4: Linear difference equations
Problem Sheet 2
Assessment 1 due Thursday 11 February (next week)

Week 1 (25–29 January):