Statistics 313: Stochastic Processes II
Spring 2012

Instructor: Professor Steve Lalley
Office: 118 Eckhart Hall
Office Hours: Friday 1:00 - 2:00
Phone: 702-9890
E-mail: lalley@galton.uchicago.edu
Course Assistant: Winfried Barta

Bookmark this page! As the course progresses, I will post homework assignments, exam dates, and other valuable information here.

Syllabus

• Continuous-time Markov chains
• Convergence Rates of Markov Chains
• Discrete-Time Martingales
• Brownian Motion: Introduction

Lecture Notes

• A. Continuous-time Markov Chains
• B. Convergence Rates of Markov Chains
• C. Monotone Coupling and the Ising Model Updated April 23 9:00 p.m.
• D. Martingales
• E. Concentration

Homework Assignments

• Assignment 1 Due: Tuesday April 10
• Assignment 2 Due: Tuesday April 17
• Assignment 3 Due: Tuesday April 24 Corrected April 20 2:00 p.m.
• Assignment 4 Due: Tuesday May 1
• Assignment 5 Due: Tuesday May 8
• Assignment 6 Due: Tuesday May 15