MAT 135B: Stochastic Processes (Spring 2015)
Course materials
All files are in the pdf format, which require the free Adobe Acrobat
reader.
- Complete
lecture
notes (prepared by Janko Gravner). Please let me
know of
any mistakes. You will receive extra credit commensurate with
the
resulting improvements.
- Sample Midterm 1.
- Sample Midterm 2.
- Sample Final.
Go to the resources page for
another set of sample exams.
- Standard Normal table
and
Normal
distribution calculator from Hyperstat.
- Midterm 1 will be on April 27th, in class. It covers chapters 9, 10, 11, and 12 of the notes, and the first three homework assignments.
Topics: indicator trick, variance-covariance formula, convergence in probability, moment generating functions (incl. large deviation bounds),
conditional distributions, expectations, computing probabilities and expectations by conditioning (incl. sums with random number of terms), Markov chains.
For practice, solve the Practice Midterm 1 (p. 139 in the Lecture Notes) on your own, then look at the solutions and solve it again.
- Midterm 2 will be on May 20th, in class. It covers chapters 12, 13, 14, and 15 of the book, and homework assignments 4, 5, 6, and 7. Topics:
Markov chains, transition matrix, n-step transition probabilities, classes, recurrence, transience, aperiodicity, limiting distributions, branching
processes. For practice, solve the Practice Midterm 2
(p. 178 in the Lecture Notes) on your own, then look at the solutions and solve it again. Then do the same with the Sample Midterm 2 above.