# Basics

Instructor: Terry Soo

email: t.soo@ucl.ac.uk

My homepage

Original posting

10.50-12.50; Mondays, 3 October - 31 October

De Morgan House, Russell Square

The lectures are now completed. I will be in contact with you in 2023 regarding the *light* assessment. It was my pleasure to be your lecturer.

# Classes

Class 1: Introduction to random number generation, R, Python, and the weak law of large numbers.

Class 2: Rejection sampling, Integration, Weierstrass approximation theorem

Class 3: Markov chains and their convergence

Class 4: Markov chains and Poisson point processes

- We continued our discussion of Markov chains and their convergence
- Poisson processes on finite volumes

Class 5: Poisson processes continued

# Some code that might have been discussed in class

### Endnotes

Version: 01 November 2022