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 TakeHome 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 68:30pm.
The optional Wednesday review session will be in KOBL 102 from 67:30pm.  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 45pm in ECCR 211.
LA Adam Zhang will be holding office hours on Tuesdays from 56pm 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 9781461436140.
Lecture Times and Location
Instructor  Room Number  Time 

Jem Corcoran 
FLMG 154 
MWF 11:50 PM 
Office Hours
Instructor/TA  Room Number  Office Hours 

Jem Corcoran 
ECOT 238 
Mon, Fri 22:50, Wed 1111:50 
Homeworks
Week  Wednesday  Thursday  

1  1/19  
HW 1, Solutions  
2  1/23  HW 1 Due  
3  1/30  HW 2 Due  
4  2/6  HW 3 Due  
5  2/13  HW 4 Due  
6  2/20  HW 5 Due 
2/21: Midterm 1 Room TBA 
No HW Assigned  
7  2/27  
8  3/6  HW 6 Due  
9  3/13  HW 7 Due  
No HW Assigned 

10  3/20  Nothing Due  
11  3/27  Spring Break  
12  4/3  HW 8 Due 
4/4: Midterm 2 Room TBA 
No HW Assigned 

13  4/10  
14  4/17  HW 9 Due  
15  4/24  HW 10 Due  
16  5/1  HW 11 Due  


Exams
Exam  Date  Time  Room 

Midterm 1 Optional Review 
Thursday, Feb 21 Wednesday, Feb 20 
6:008:30 PM 6:007:30PM 
ECCR 1B40 DUAN G131 
Review Problems, Solutions  
Midterm 2 Optional Review 
Thursday, Apr 4 Wednesday, Apr 3 
6:008:30 PM 6:007:30PM 
ECCR 265 KOBL 102 
Final Exam Optional Review 
Monday, May 6th TBA 
1:304:00 PM TBA 
FLMG 154 TBA 