Part B Applied Probability

Lecture notes

• A set of lecture notes may be found here. These provide a very good view of the material of the class, although there will be some variations in the lectures for this year.

  Class teaching material

• Assignment 1 due for the week 3 class
• Assignment 2 due for the week 4 class
• Assignment 3 due for the week 5 class
• Assignment 4 due for the week 6 class
• Assignment 5 due for the week 7 class
• Assignment 6 due for the week 8 class

Example sheet solutions

Supplementary material

• Lecture 5: constructing continuous-time Markov chains with Poisson processes.
• Lecture 7: Matrix exponentials.
• Lecture 7: Hitting times and probabilities.
• Lecture 11: Modes of convergence.
• Lecture 12: The elementary renewal theorem.