Topics of possible talks!
There will be no lecture on 3 December, and no exercises on 2 Decemeber (but there will be a lecture on 2 December). In this time, I recommend solving the following exercises , we will discuss them next week.
There will be no Lectures and no Exercises on 18 and 19 November! As a replacement activity, I recommend to solve to solve the following exercises . We will discuss some of them next week.
Content of the course:
1) Existence of stochastic processes. Kolmogorov theorem.
2) Markov processes in continuous time.
3) Martingales in continuous time.
4) Probability on graphs
5) Introduction to random matrices
Materials
De Finetti's theorem via moments , Section 4
Continuous time Markov chains, short exposition
Exercise 1 , Exercise 2 , Exercise 3 , Exercise 4 ,
The Monday seminar will be used as an exercise session for the course. In case you want to present talks, there will be such an opportunity at last several meetings of the semester.