APTS Applied Stochastic Processes 2022
Also available in pdf format.
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Also available in pdf format (ignore the messed up title slide) and print-friendly pdf format, i.e. without background colours. (Updated on 12/4/22 to match the final html notes.)
These do differ slightly from the printed notes provided in advance.
You can also download scans of the worked example done on the board over lectures 5 and 6: φ-irreducibility and small set, positive recurrence and geometric ergodicity.
These now include hints and solutions for most (but not all) of the questions, which appear in the second half of the file. (Updated 13/04/22)
Also available in pdf format (also updated 13/04/22).
Please let us know of any mistakes.
This is a zip file containing code for the simulations used in the lectures. These are provided without support - please do not contact us if you can't get them running. Most of them were written in Python 2.7.12 by Wilfrid Kendall; there are also two written in Processing. There is a readme.txt in the zip file with more information.