Vincent Tassion: Catalogue data in Spring Semester 2021

Name Prof. Dr. Vincent Tassion
Professur für Mathematik
ETH Zürich, HG G 36.2
Rämistrasse 101
8092 Zürich
Telephone+41 44 632 87 93
RelationshipAssociate Professor

401-3600-21LStudent Seminar in Probability Theory Restricted registration - show details
Limited number of participants.
Registration to the seminar will only be effective once confirmed by email from the organizers.
4 credits2SW. Werner, J. Bertoin, V. Tassion
401-3602-00LApplied Stochastic Processes Information 8 credits3V + 1UV. Tassion
AbstractPoisson processes; renewal processes; Markov chains in discrete and in continuous time; some applications.
ObjectiveStochastic processes are a way to describe and study the behaviour of systems that evolve in some random way. In this course, the evolution will be with respect to a scalar parameter interpreted as time, so that we discuss the temporal evolution of the system. We present several classes of stochastic processes, analyse their properties and behaviour and show by some examples how they can be used. The main emphasis is on theory; in that sense, "applied" should be understood to mean "applicable".
LiteratureR. N. Bhattacharya and E. C. Waymire, "Stochastic Processes with Applications", SIAM (2009), available online:
R. Durrett, "Essentials of Stochastic Processes", Springer (2012), available online:
M. Lefebvre, "Applied Stochastic Processes", Springer (2007), available online:
S. I. Resnick, "Adventures in Stochastic Processes", Birkhäuser (2005)
Prerequisites / NoticePrerequisites are familiarity with (measure-theoretic) probability theory as it is treated in the course "Probability Theory" (401-3601-00L).
401-5600-00LSeminar on Stochastic Processes Information 0 creditsJ. Bertoin, A. Nikeghbali, B. D. Schlein, V. Tassion, W. Werner
AbstractResearch colloquium