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
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Lecture Notes
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Problem Sets with 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.)
