Part IID course, Lent Term 2020

MWF, 12 noon

Lecture Room MR9

Course material, including timetable changes (if any) and examples sheets, will be posted on this page.

Course notes. Students using Dr Sousi's page for notes from earlier years may benefit from knowing that Chapter 5 is no longer in the course, and has been replaced by material on spatial Poisson processes (for which students are referred to Section 6.13 of the book by Grimmett and Stirzaker).

Examples sheets:

Course outline, page 12.
Schedules, page 35.

Selection of books:

1. Grimmett and Stirzaker, Probability and Random Processes, 3rd edn, OUP, 2001.

2. Norris, Markov Chains, CUP, 1997.

3. Kingman, Poisson Processes, OUP, 1992.

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