6.262 | Spring 2011 | Graduate
Discrete Stochastic Processes

Course Notes

This section contains a draft of the class notes as provided to the students in Spring 2011. An updated and improved version of the draft notes can be found here. However, the problem sets refer to the problems as they are numbered in the OCW notes.

Front matter: Preface, table of contents (PDF)
Chapter 1: Introduction and review of probability (PDF - 1.2MB)
Chapter 2: Poisson processes (PDF)
Chapter 3: Finite-state Markov chains (PDF - 1.2MB)
Chapter 4: Renewal processes (PDF - 1.3MB)
Chapter 5: Countable-state Markov chains (PDF)
Chapter 6: Markov processes with countable state spaces (PDF - 1.1MB)
Chapter 7: Random walks, large deviations, and martingales (PDF - 1.2MB)
Back matter: Appendix, bibliography (PDF)
Course Info
As Taught In
Spring 2011
Learning Resource Types
assignment_turned_in Problem Sets with Solutions
grading Exams with Solutions
menu_book Online Textbook
theaters Lecture Videos