STAT491: Introduction to Stochastic Processes (2020)

This is a 10-week course focused on introducing basic concepts in stochastic processes. We start from a touch of the random walk through Bernoulli's gambling games, then take a tour of the discrete Markov chains, and end the course with an introduction to conditional probabilities, expectation, and martingales.

Check the Syllabus for detailed course plan.

Instructor: Fang Han ([email protected])

Teaching assistant: Hongjian Shi ([email protected])

Lectures: MWF 11:30-12:20, in Zoom

Office hours: refer to the syllabus

Midterm: Oct. 23 and Nov. 20, in-class

Final exam: Dec. 11, in-class

Lecture notes:

Lecture note 1

Lecture note 2

Lecture note 3

Homework assigments:

HW1

HW2

HW3

HW4

HW5

HW6