Finals week
information:
Final Exam Time and Place: Monday, June 8, 3:30-5:30 pm, in TBA.
Material covered on the final: Chapters 9-18 of the lecture notes available here , in particular: indicator trick, variance-covariance formula, convergence in probability, moment generating functions (incl. large deviation bounds but no central limit theorem), conditional distributions, expectations, computing probabilities and expectations by conditioning (incl. sums with random number of terms), Markov chains, transition matrix, n-step transition probabilities, classes, recurrence, transience, aperiodicity, limiting distributions, branching processes.
Study tips: Understand all examples we did in the
lectures. For exam practice, solve the Practice Final on the Lecture
Notes, or the sample final provided here. For
additional practice, you can look at problems at the end of each
chapter in the Notes, and homework problems. You also need to make sure
that you know how to solve problems from the first two midterms.