Statistics 313: Stochastic Processes
Spring 2007 

Instructor: Professor Steve Lalley
Office: 118 Eckhart Hall
Office Hours: Wednesday 1:00 - 2:00
Phone: 702-9890
E-mail: lalley "atsign" galton.uchicago.edu

Course Assistant: Mike Finegold
 

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

Lecture Notes

• A. Convergence of Markov Chains: Two Examples Corrected
• B. Introduction to MCMC
• C. Continuous-Time MCs Revised April 24
• D. Martingales
• E. WienerProcess

Homework Assignments

• Assignment 1: Lecture Notes A, Problems 1,2,4,5. Also: Prove Prop. 5 of the notes. Due: Tuesday April 3
• Assignment 2. Due: Thursday April 12
• Assignment 3. Due: Thursday April 19
• Assignment 4. Due: Thursday April 26
• Assignment 5. Due: Thursday May 10
• Assignment 6. Due: Thursday May 17
• Assignment 7. Due: Thursday May 31