Sumários
Lecture 21
21 Novembro 2022, 10:00 • Telmo Peixe
This lecture took place on 24th November, 2022.
- Markov chains (Chp. 10): classification of states, decomposition of chains.
- Resolution of exercise 9 of list 8.
Lecture 18
16 Novembro 2022, 08:30 • Telmo Peixe
- General stochastic processes (Chp. 8).
- Sums of iid processes: limit theorems (Chp. 9): Law of large numbers, Central Limit Theorem.
- Markov chains (Chp. 10): Definitions, the Markov property, distributions.
- Resolution of exercise 1 of list 7, and 1 and 2 of list 8.
Lecture 19
14 Novembro 2022, 10:00 • Telmo Peixe
This lecture took place on 17th November, 2022.
- Markov chains (Chp. 10): distributions, homogeneous Markov chains, recurrence, classification of states.
- Resolution of exercise 3 a) and 5 of list 8.
Lecture 17
9 Novembro 2022, 08:30 • Telmo Peixe
- Conditional expectation (Chp. 7): conditioning on an arbitrary random variable, conditioning on an arbitrary sigma-algebra, conditional probability, properties and examples.
- Resolution of exercise 7, 8 and 11 of list 6.
Lecture 16
7 Novembro 2022, 10:00 • Telmo Peixe
- Resolution of exercise 13, 14, 16 c), 17 b) of list 4, and 1 a,b,c,di) of list 6.
- Conditional expectation (Chp. 7): conditioning on an event and conditioning on a discrete random variable, with examples and properties.