Probability I. Stat 461/661. Spring 2019

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Course Syllabus

Monday Wednesday Friday

August 26

Discrete-Time Markov Chains

August 28

Discrete-Time Markov Chains

August 30

Discrete-Time Markov Chains

September 2

Labor Day

September 4

Discrete-Time Markov Chains

September 6

Discrete-Time Markov Chains

September 9

Random Walk

September 11: HW 1 due

Random Walk

September 13

Random Walk

September 16

Random Walk

September 18: HW 2 due

Martingales

September 20

Martingales

September 23

Martingales

September 25: HW 3 due

Review Midterm 1

September 27

Midterm 1

September 30

Branching Processes

October 2

Branching Processes

October 4

Poisson Process

October 7

Poisson Process

October 9, HW 4 due

Poisson Process

October 11

Renewal Processes

October 14

Continuous-Time Markov Chains

October 16, HW 5 due

Continuous-Time Markov Chains

October 18

Continuous-Time Markov Chains

October 21

Continuous-Time Markov Chains

October 23, HW 6 due

Birth-Death Processes

October 25

Nevada Day

October 28

Birth-Death Processes

October 30, HW 7 due

Review Midterm 2

November 1

Midterm 2

November 4

Queueing Systems

November 6

Queueing Systems

November 8

Brownian Motion

November 11

Veterans' Day

November 13, HW 8 due

Brownian Motion

November 15

Brownian Motion

November 18

Brownian Motion

November 20, HW 9 due

Brownian Motion

November 22

Stochastic Calculus

November 25

Stochastic Calculus

November 27, HW 10 due

Stochastic Calculus

November 29

Thanksgiving

December 2

Stochastic Differential Equations

December 4

Review Midterm 3

December 6

Midterm 3