Statistics 252/312: Stochastic Processes
Winter 2009

Instructor: Professor Steve Lalley
Office: 118 Eckhart Hall
Office Hours: Wednesday 1:45 - 2:45
Phone: 702-9890
E-mail: lalley "atsign" galton.uchicago.edu

Course Assistant: Han Han
Required Text: None. Lecture Notes will be posted here.
Recommended Reading:

• Sheldon Ross, Stochastic Processes 2nd Ed.
• W. Feller, An Introduction to Probability Theory and Its Applications, Vol. 1
• W. Feller, An Introduction to Probability Theory and Its Applications, Vol. 2

Midterm Exam: Tuesday February 10
Final Exam: Monday, March 16, 1:30 -- 3:30 p.m. Eck 117.

Bookmark this page! I will post weekly homework assignments and lecture notes here.

Lecture Notes:

• One Dimensional Random Walk
• Poisson Processes
• Markov Chains
• Branching Processes
• Continuous-Time Markov Chains
• MCMC and the Propp-Wilson Algorithm: A Brief Introduction

Homework Assignments:

• Assignment 1. Corrected 1/9/09 Due: Thursday January 15
• Assignment 2. Due: Thursday January 22
• Assignment 3. Corrected 1/8/09 Due: Thursday January 29
• Assignment 4. Due: Tuesday February 10
• Assignment 5. Due: Tuesday February 26
• Assignment 6. Corrected 3/3/09 Due: Thursday March 5
• Assignment 7. Due: Monday March 16

Optional Problems:

• Max-Flow Min-Cut, Monotone Coupling, and the Gale Ryser theorem.

Random Walks and Chemistry:

• Facilitated Target Location in Biological Systems by von Hippel and Berg
• A base-excision DNA-repair protein finds intrahelical lesion bases by fast sliding in contact with DNA by Blainey et al