Course Description
This course is an introduction to Markov chains, random walks, martingales, and Galton-Watsom tree. The course requires basic knowledge in probability theory and linear algebra including conditional expectation and matrix.
Course Info
Instructor
Departments
Learning Resource Types
notes
Lecture Notes
assignment
Problem Sets
Problem Set Solutions
Galton-Watson tree is a branching stochastic process arising from Fracis Galton’s statistical investigation of the extinction of family names. The process models family names. Each vertex has a random number of offsprings. The figure shows the first four generations of a possible Galton-Watson tree. (Image by Dr. Hao Wu.)
