MATH2750 Introduction to Markov Processes
University of Leeds, 2020–2021
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)