LTCC Stochastic Processes

Basics

Instructor: Terry Soo
email: t.soo@ucl.ac.uk
My homepage
LTCC site

General links/references

• Materials from 2025

• Videos on YouTube

• Rolling homework

Classes

First class

• Law of large numbers
• Strong law of large numbers

Second class

• Coupling
• Review of MC
  • A simple MC example

Third class

• Doeblin coupling and convergence
• Renewal type arguments and convergence

Endnotes

Version: 19 October 2026