Schedule

Week 1 (Week of Jan 15)

  • The class starts on Thursday, January 18.

  • Topics: Probability review

  • Textbook Reading: Chapter 1 from Karlin and Pinsky

  • HW0 is due Sunday

Week 2 (Week of Jan 22)

  • Topics: Probability review, linear differential/difference equations

  • Textbook Reading: Chapter 0 from Lawler

  • HW1 is due Sunday

  • HW1 Solutions

Week 3 (Week of Jan 29)

  • Topics: Finite Markov chains

  • Textbook Reading: Chapter 1 from Lawler

  • HW2 is due Sunday

  • HW2 Solutions

  • Quiz 1 is in class on Thursday

Week 4 (Week of Feb 5)

  • Topics: Finite Markov chains

  • Textbook Reading: Section 3.3 from Karlin&Pinsky for nice real world examples

  • HW3 is due Sunday

  • HW3 Solutions

  • Quiz 2 is in class on Thursday

Week 5 (Week of Feb 12)

  • Topics: Finite Markov chains

  • Textbook Reading: Chapter 2 from Lawler

  • HW4 is due Sunday

  • HW4 Solutions

  • Quiz 3 is in class on Thursday

Week 6 (Week of Feb 19)

  • Topics: Countable Markov chains

  • Textbook Reading: Chapter 3 from Lawler

  • HW5 is due Sunday

  • HW5 Solutions

  • Card Shuffling

  • Quiz 4 is in class on Thursday

Week 7 (Week of Feb 26)

  • Topics: Countable Markov chains, continuous time Markov chains

  • Textbook Reading: Review for Midterm

  • HW6 is due Sunday

  • HW6 Solutions

  • Quiz 5 is in class on Thursday

Week 8 (Week of March 4) Midterm Week

  • Topics: Exam Review on Tuesday

  • Midterm is in Gavett Hall 202, on Thursday, March 7 2:00 - 3:15 pm. It will cover the material up to and including Poisson processes.

  • Office hours on Thursday moved to Tuesday 11:00 am - 12:00 pm and 5:00 - 6:00 pm.

Week 9 (Week of March 11) Spring Break

(no classes and office hours)

Week 10 (Week of March 18)

  • Topics: Continuous time Markov chains

  • Textbook Reading: Chapter 2 from Karlin and Pinsky, section 5.1 from Lawler

  • HW7 is due Sunday

  • HW7 Solutions

  • Quiz 6 is in class on Thursday

Week 11 (Week of March 25)

  • Topics: Birth-and-death processes

  • Textbook Reading: Chapter 5 from Lawler

  • HW8 is due Sunday

  • HW8 Solutions

  • Quiz 7 is in class on Thursday

Week 12 (Week of Apr 1)

  • Topics: Conditional Expectation and martingales

  • Textbook Reading: Chapter 6 from Lawler

  • HW9 is due Sunday

  • HW9 Solutions

  • Quiz 8 is in class on Thursday

Week 13 (Week of Apr 8)

Week 14 (Week of Apr 15)

  • Topics: Martingales, Brownian motion

  • Textbook Reading: Chapter 8 from Lawler

  • HW11 is due Sunday

  • HW11 Solutions

  • Quiz 10 is in class on Thursday

Week 15 (Week of Apr 22)

  • Topics: Brownian motion

  • HW12 is due Sunday

  • HW12 Solutions

  • Quiz 11 is in class on Thursday

Week 16 (Week of Apr 29)

  • Topics: Final exam review

  • Tuesday: Class photo day

  • Quiz 12 is in class on Tuesday

Finals Week

  • Final Exam TBA