The course will cover basic stochastic processes, emphasizing examples from a range of fields. This will include Markov chains, branching processes, and the diffusion approximation.
Mathematical rigour will be avoided.
I have typically taught this in alternate years, depending on demand; last year, I did not teach it.
Target group: Students with good mathematical and computational ability. Appropriate for students interested in data science, population genetics, statistical physics, etc.
Prerequisites: Linear algebra, and some basic knowledge of probability
Evaluation: Homework (no exam)
Teaching format: Lectures (online/hybrid), problems classes
ECTS: 3 Year: 2026
Track segment(s):
Elective
Teacher(s):
Nicholas Barton
Teaching assistant(s):
- Trainer/in: Nick BARTON