Live session information

By UCL week

Tenative schedule, will be updated

  • Week 4 :

  • Week 5 :

  • Week 6 : First email. Introductions: R, Python, Law of large numbers.

  • Week 7 : Random variables: theory and practice, Coupling and total variational distance, Review of Markov chains

  • Week 8 : Convergence of Markov chains, Coupling from the past

  • Week 9 : Poisson processes

  • Week 10 : Continuous-time Markov chains; ICA1 assigned

  • Week 11 : Reading break

  • Week 12 : Introduction to renewal theory 1; ICA1 due

  • Week 13 : Introduction to renewal theory 2+3

  • Week 14 : Introduction to queues

  • Week 15 : Introduction to queues 2; ICA2 assigned

  • week 16 : Review and wrap-up. ICA3 assigned.

Other notes



Version: 06 December 2022