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Tomonari Sei

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Lecture

• 2023 - 2024
  • No lecture materials in English.
  
  
• 2021 - 2022 S1S2 term
  • Lecture materials of Advanced Core in Analysis will be provided on ITC-LMS.
  
  
• 2018 - 2020
  • No lecture materials in English.
  
  
• 2017 S1S2 term
  • Theory of Stochastic Processes
    • Thu 10:25 -- 12:10, Room 61 (6th bldg 2F).
    • Office hours: Tue 12:00 -- 14:00, Room 344.
    • Apr 6: Overview
      • [slide] [supplement]
    • Apr 13: Simple random walk
      • [slide (announcement)] [supplement]
    • Apr 20: Generating functions and their applications
      • [slide]
    • Apr 27: Markov chains
      • [slide] [supplement (hints for problems)]
    • May 11: Continuous-time Markov chains
      • [slide]
    • May 18: Review
      • [slide]
    • May 25: Midterm exam
      • [exam problem]
    • June 8: Markov Chain Monte Carlo
      • [slide] [solutions of exam] [supplement]
    • June 15: Stationary processes
      • [slide] [lecture note] [R code]
    • June 22: Martingales
      • [slide]
    • June 29: Queues
      • [slide] [R code]
    • July 6: Diffusion processes
      • [slide] [lecture note]
    • July 13: Review
      • [slide] [solved problems]
    • July 20: Final exam
      • [exam problem]