CM320X Topics in Mathematics

6CCM320A Topics in Mathematics

Semesters 1 and 2, 2010-2011

Lecturer:         Dr D Solomon (Prime Numbers, second half of S2)
   Prof A N Pressley (Game Theory, first half of S2)
   Dr R Kuehn (Intro. to Information Theory, first half of S1)
   Dr I Perez Castillo (Markov Chains, second half of S1)
 

Game theory

Lecturer: Prof A. N. Pressley

Time and Place: Semester 2, Weeks 1-5, Friday 3-5, S-2.08

Information Sheet
Course Notes
Homework Problems
Solutions 1
Solutions 2
Solutions 3
Solutions 4
Solutions 5
Corrected solutions to problems in last lecture
2009 Exam Solutions
2010 Exam Solutions

Section on Markov Chains

   Aim of the Section

This section aims to give an introduction to concepts and methods  of discrete Markov processes.

Exercises will be handed regularly

The part of the exam corresponding to markov chains will be  based on theory, examples and exercises discussed during lectures.

Not available

Questions and feedback are welcome. I am always available for discussion, although I would prefer students to come during office hours (Friday 11:00-13:00), or appointment by email: isaac.perez_castillo@kcl.ac.uk (phone ext: 2860)

Lecture Notes and Textbooks

I will mainly follow chapter 1 of Norris. I will not provide lecture notes

Textbooks:

• Markov Chains, J. R. Norris (Cambridge Series in Statistical Mechanics and Probabilistic Mathematics)

 

Problem Sheets

I will be post here problem sheets and solutions regularly:

1. Definitions and Basic Properties (Solution)
   
2. Class Structure (Solution)
3. Hitting Times and Absorption Probabilities (Solution)
4. Recurrence and Transience (Solution)

Revision