Statistics 433: Introduction to stochastic processes
target goals are here.
- Stat lab
JHH-F96: Basically M-F, 2 - 6?,
- Office hours: Monday at 3 (Huntsman 472). Or email me for an appointment.
- TA: Alexander
Braunstein. Office hours W 2:30-4:00. (Homework due Thursdays).
- Book: Introduction to Stochastic modeling, by Taylor and
Karlin, 3rd edition.
- Work load: This course will be driven primarily by problems.
Hence there will be problem sets due weekly.
- Homework = 40%
- Midterm = 30%
- Final = 30%
- Turned in at the start of class
Schedule for spring 2008
- Jan 20: Section 2.5: Martingales (I'll also take
questions about HW1) (Read: pp 60-61, and 87 - 93)
- Jan 22: Markov chains 1 (p 95 - 102)
- (Spring break!) (Spring break!) (Spring break!) (Spring break!) (Spring break!)
- Apr 28: 8.5: Integrating brownian motion / Derivatives of brownian motion (i.e. Ito calculcus) (LAST DAY OF CLASS)
- May 1:(Homework 13)
- May 8: 9:00 - 11:00 JMHH F45: Final exam
Last modified: Thu Apr 16 13:09:11 EDT 2009