Statistics 312: Stochastic Processes
Autumn 2016

Instructor: Professor Steve Lalley
Office: 323 Jones Hall
Office Hours: Thursday 1:00 -- 2:00
Phone: 702-9890
E-mail: lalley "atsign"

Course Assistant: Si Tang
Office Hours: Thursday 4 -- 5 p.m. Jones 308
Email: sugar "atsign"

This course will introduce some of the major classes of stochastic processes: Poisson processes, Markov chains, random walks, renewal processes, martingales, and Brownian motion. A substantial part of the course will be devoted to the study of important examples, such as branching processes, queues, birth-and-death chains, and urn models. Students will be expected to have proficiency in elementary probability theory, undergraduate real analysis (especially sequences and series), and matrix algebra. Some familiarity with the theory of Lebesgue measure and integration would be helpful, but is not essential. There will be weekly problem assignments and midterm and final exams.

Required Text: None. Lecture Notes and Homework Assignments will be posted here.
Recommended Reading:

Midterm Exam: Friday, November 4

Final Exam: T. B. A.

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Lecture Notes:

Homework Assignments Autumn 2016:

Please Note: Assignment 5 is due on the Wednesday before the midterm exam. All other assignments will be due on Mondays.