APTS Applied Stochastic Processes 2023

Preliminary notes
Also available in pdf format.

Lecture notes
If the maths doesn't display correctly, in particular if it appears smaller than it should, try refreshing the page, and then waiting quite a while.
Also available in pdf format and print-friendly pdf format, i.e. without background colours.
Updated 30/03/2023 - all versions should now match.

Exercises
These now include hints and solutions for most (but not all) of the questions, which appear in the second half of the file.
Also available in pdf format.

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Simulations
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. Many of them were written in Python 2.7.12 by Wilfrid Kendall; there are also some written in Processing. There is a readme.txt in the zip file with more information.