Welcome to Markov Processes!

Announcements

  • 5/3: Solutions to final review problems are here.
  • 5/1: This "cheat sheet" with be provided at the final.
  • 5/1: Review problems for the final are here!
  • 5/1: Two results for the M/G/1 queue.
  • 4/8: The grad take home part of Exam 2 is here.
  • 4/4: Solutions to the grad part of Take-Home Exam 1 are here.
  • 4/3: I have updated the review solutions with corrections to 2c and 9c.
  • 4/2: The exam on Thursday evening will be in ECCR 265 from 6-8:30pm.
    The optional Wednesday review session will be in KOBL 102 from 6-7:30pm.
  • 3/31: Solutions to Exam 2 review problems are here.
  • 3/25: Exam 2 review problems are here!
  • 2/25: An evolving document on ``pi theorems" is here.
  • 2/23: The take home part of Midterm 1 for grad students is here.
  • 2/20: Addendum/corrections to review solutions are here.
  • 2/19: There will be an optional extra review session for Exam 1 on Wednesday
    from 6:00pm to 7:30pm in DUAN G131.
  • 2/16: Solutions to Exam 1 review problems are here.
  • 2/15: Here is a very basic R tutorial with an emphasis on simulating the long run
    distribution of a Markov chain.
  • 2/13: Here are some review problems for our upcoming Exam 1!
  • 2/8: An important note about HW4 Problem 1 is here!
  • 2/6: Check out the new table of things to read just below these announcements!
  • 2/3: FYI, the Stirling's Formula link from 2/1 has changed significantly. (It wasn't quite
    finished and, when I went to finish it up I ended up changing my whole approach!)
  • 2/1: LA Trevor McCord will be hold office hours on Mondays from 4-5pm in ECCR 211.
    LA Adam Zhang will be holding office hours on Tuesdays from 5-6pm in ECCR 244.
  • 2/1: Today, in class, we used Stirling's Formula. Here is a derivation.
  • 1/23: Here is a link to the textbook.
  • 1/16: Problem Set One is now posted. (See the HW calendar below!)
  • 1/13: Here is the syllabus. Please see the Policies section for additional policy information.

 

Things to Read:

Please Read         Optional Reading
Periodicity is a class property. (2/6/2019) Proof of Stirling's Formula (2/1/2019)

 

 

 

Text: Essentials of Stochastic Processes by R. Durrett , Springer, 2nd ed., 2012, ISBN 978-1-4614-3614-0.

 

Lecture Times and Location

Instructor Room Number Time

Jem Corcoran

FLMG 154

MWF 1-1:50 PM

 

Office Hours

Instructor/TA Room Number Office Hours

Jem Corcoran

ECOT 238

Mon, Fri 2-2:50,

Wed 11-11:50

 

Homeworks

Week Wednesday Thursday
1 1/19    
HW 1, Solutions
2 1/23 HW 1 Due

HW 2, Solutions

3 1/30 HW 2 Due  

HW 3, Solutions

4 2/6 HW 3 Due  

HW 4, Solutions

5 2/13 HW 4 Due  

HW 5, Solutions

6 2/20 HW 5 Due

2/21: Midterm 1
6:00-8:30PM

Room TBA

No HW Assigned
7 2/27    

HW 6, Solutions

8 3/6 HW 6 Due  

HW 7, Solutions

9 3/13 HW 7 Due  

No HW Assigned

10 3/20 Nothing Due  

HW 8, Solutions

11 3/27 Spring Break
12 4/3 HW 8 Due

4/4: Midterm 2
6:00-8:30PM

Room TBA

No HW Assigned

13 4/10    

HW 9

14 4/17 HW 9 Due  

HW 10, Solutions

15 4/24 HW 10 Due  

HW 11

16 5/1 HW 11 Due  

 

 

Exams

Exam Date Time Room

Midterm 1

Optional Review

Thursday, Feb 21

Wednesday, Feb 20

6:00-8:30 PM

6:00-7:30PM

ECCR 1B40

DUAN G131

  Review Problems, Solutions

Midterm 2

Optional Review

Thursday, Apr 4

Wednesday, Apr 3

6:00-8:30 PM

6:00-7:30PM

ECCR 265

KOBL 102

Final Exam

Optional Review

Monday, May 6th

TBA

1:30-4:00 PM

TBA

FLMG 154

TBA

 

Policies