## TAU:0365-2111 | ## Introduction to Stochastic Processes | ## 2006/07, sem. 2 |

- Lecturer
- Prof. Boris Tsirelson, School of Mathematical Sciences.
- Time and place
- Sunday 9-11 Shenkar 222, Wednesday 12-13 Kaplun 118.
- Prerequisites
- Probability, or probability for double major; linear algebra 1, or introduction to algebra 1.
- Textbook
- DURRETT R. (Rick), "Essentials of stochastic processes", Springer 1999.
- Grading policy
- The final exam. Exercises should be submitted on time (at least 70%).
- Office hours
- Monday 13:30, Wednesday 13:10 (Schreiber 323).

- Easier than Durrett:
- D.P. Bertsekas, J.N. Tsitsiklis, "Introduction to probability", Athena Scientific 2002.
- Harder than Durrett:
- G. Grimmett, D. Stirzaker, "Probability and random processes", Oxford 2005 (third edition).

See also the site of Shlomi Rubinstein (choose "Questions, solutions, previous exams and notes" and then "Introduction to stochastic processes").