Applied Probability (MT 2011)

Classes

Classes are in weeks 3-8: class allocations and details are on Minerva.

You should put your work in the appropriate tray in 1 South Parks Road (so not in my pigeonhole nor in your class tutor's pigeonhole).

Note: some classes are in 1 South Parks Road (Seminar Room, ground floor) and some are in 2 South Parks Road (Seminar Room, first floor).

Problem Sheets

There is one problem sheet per class.

• Problem Sheet 1 - the work for classes in week 3 is questions 1-5
• Problem Sheet 2
• Problem Sheet 3
• Problem Sheet 4
• Problem Sheet 5
• Problem Sheet 6

Solutions

• Sheets 1-6 solutions

Handouts

• Handout 1
• Handout 2
• Handout 3
• Handout 4
• Handout 5
• Handout 6
• Handout 7 - updated 09-11-2011 (corrected X_n to S_n in appropriate places in WLLN and CLT)
• Handout 8
• Handout 9

Notes

For reminders about Markov Chains and Poisson Processes, see your Part A Probability notes from last year, or alternatively those from Part A HT 2009 (p35 onwards).

Matthias Winkel's MT 2007 notes provide a very good view of the material in the course. They contain a lot more discussion than the notes below which are the basis of this year's lectures.

MT 2010 notes (lectures 1-13).