Introduction to Stochastic Processes

Calendar

SES #	TOPICS	KEY DATES
1	Introduction to Finite Markov Chains
2	Markov Chains: Stationary Distribution
3	Markov Chains: Time-reversal
4	Introduction to Markov Chain Mixing	Problem Set 1 due
5	Stationary Times
6	Lower Bounds on Mixing Times
7	Summary on Mixing Times
8	Random Walk on Networks 1	Problem Set 2 due
9	Random Walk on Networks 2
10	Hitting Times
11	Summary on Random Walk on Networks
12	Countable State Space Chain 1
13	Countable State Space Chain 2
14	Midterm Exam	Problem Set 3 due
15	Conditional Expectation and Introduction to Martingales
16	Martingales: Optional Stopping Theorem
17	Martingales: Convergence
18	Martingales: Uniformly Integrable	Problem Set 4 due
19	Galton-Watson Tree
20	Poisson Process
21	Continuous Time Markov Chain
22	Infinitesimal Generator	Problem Set 5 due
23	Irreducible and Recurrence
24	Stationary Distribution
25	Final Exam