Topics will be chosen from the following list: (i) Borel-Cantelli lemma, Kolmogorov's inequalities, strong law of large numbers; (ii) Weak convergence of distributions. The Central Limit Theorem; (iii) Recurrent events and renewal theory; (iv) Further topics in random walks; (v) General theory of Markov chains. Classification of states and ergodic properties; (vi) Continuous time Markov Processes. Please see the module organiser before registering.

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