This repository is hosting the solutions of the exercises for the course Stochastic Processes of National Technical University of Athens for the academic year 2018-2019.
The solutions are not official and thus there is no guarantee for their correctness.
For any mistakes/improvements feel free to open a PR explaining what's wrong and correcting it or e-mail me at daras.giannhs@gmail.com if you are not familiar with the PR workflow.
The course is mostly about Markov chains. Specifically, we are examining the following:
- Chapter 1: Introduction to stohastic processes
- Chapter 2: Markov chains, higher order transition probabilities, state space, recurrent and transient chains
- Chapter 3: Absorption probabilities
- Chapter 4: Martingales
To be continued 🔜
The labs mostly contain experiments for which we examine whether their results are the ones we expect from the mathematical analysis of the subject.
The formal exercises offer a deeper understanding of the syllabus of the course. Usually, series contain simple exercises to illustrate how the theory applies in practise and some much harder exercises that focus on theorem proofs and extensions of the theory taught in the lesson.