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.

CHAPTERS FILES
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

Learning Resource Types

assignment_turned_in Problem Sets with Solutions
grading Exams with Solutions
menu_book Online Textbook
theaters Lecture Videos