TOPICS IN PROBABILITY THEORY AND STOCHASTIC PROCESSES (40051/50051)

TOPICS IN PROBABILITY THEORY AND STOCHASTIC PROCESSES (40051/50051)

Instructor
Book:
Lectures Time
Office hours:
Office:
Office tel.:
E-mail:
WWW of the course :

Artem Zvavitch.
In general lecture notes should be enough. See the syllabus for a list of books which may help.
2:15pm-3:30pm Monday and Wednesday.
01:00-2:10 MW and by appointment.
115 Mathematical Science Building.
(330)-672-33-16
zvavitch@math.kent.edu
http://www.math.kent.edu/~zvavitch/PSP_2019.html

(VERY APPROXIMATE) PLAN:

Monday (01/14/19) Review of Basic probability/ Conditional Expectation, Discrete Case.
Wednesday (01/16/19) Review of Basic probability/ Conditional Expectation, Discrete Case. FIRST HOMEWORK.
Monday (01/21/19) No class: Martin Luther King Jr Day.
Wednesday (01/23/19) No class (moved to Friday)
Friday (01/23/19) Conditional Expectation.
Monday (01/28/19) Conditional Expectation. FIRST HOMEWORK IS DUE!
Wednesday (01/30/19) Conditional Expectation. SECOND HOMEWORK.
Monday (02/04/19) Markov Chains (Discrete Case)
Wednesday (02/06/19) Markov Chains (Discrete Case) Second HOMEWORK IS DUE! Third HOMEWORK.
Monday (02/11/19) Markov Chains (Discrete Case).
Wednesday (02/13/19) Random Walk Third HOMEWORK IS DUE!
Monday (02/18/19) Random Walk and Markov Chains (Discrete Case). EXAM 1 (take home).
Wednesday (02/20/19) Markov Chains (Discrete Case). Fourth HOMEWORK.
Monday (02/25/19) Markov Chains (Discrete Case). EXAM 1 IS DUE!!!
Wednesday (02/27/19) Markov Chains: Branchnig processes. HOMEWORK FOUR IS DUE! FIFTH HOMEWORK.
Monday (03/04/19) Branchnig processes.
Wednesday (03/06/19) Exponential Random Variable. HOMEWORK FIFE IS DUE! Sixth HOMEWORK.
Monday (03/11/19) Poisson Process.
Wednesday (03/13/19) Poisson Process. HOMEWORK SIX IS DUE! Seventh HOMEWORK.
Monday (03/18/19) Poisson Process.
Wednesday (03/20/19) SPECIAL MEETING 1:10 in room 213. Markov Chains (continuous time),
Wednesday (03/20/19) Markov Chains (continuous time), HOMEWORK Seven IS DUE! Eighth HOMEWORK.
Monday (03/25/19) No class: Spring break
Wednesday (03/27/19) No class: Spring break
Monday (04/01/19) EXAM 2 (take home). (NO CLASS)
Wednesday (04/03/19) Exam 2 is due. Markov Chains (continuous time).
Monday (04/08/19) HOMEWORK EIGHT IS DUE! Nineth HOMEWORK.
Wednesday (04/10/19) Brownian Motion
Monday (04/15/19) Brownian Motion. Home work nine is due
Wednesday (04/17/19) Brownian Motion. Tenth HOMEWORK.
Monday (04/22/19) Brownian Motion. Let's talk about money!
Wednesday (04/24/19) Brownian Motion. Home work ten is due Illeventh HOMEWORK.
Monday (04/29/19) Brownian Motion. Home work illeven is due Twelveth HOMEWORK.
Wednesday (05/01/19) Brownian Motion. Take Home Final Exam.

TO ARTEM ZVAVITCH'S HOMEPAGE