Math 5652: Lecture Schedule

Lecture rules: You will be resposible for the material covered in lectures, as well as the material that is suggested you read from the book on your own.

All the chapter.section numbers refer to the text "Essentials of Stochastic Processes" by R.Durrett, Springer(1999).
  • Week 1 - Ch Probability Review 1.-3.

  • Week 2 - Ch 1 Markov Chains: 1.1-1.3.

  • Week 3 - Ch 1 Markov Chains: 1.3(cont)-1.4.

  • Week 4 - Ch 1 Markov Chains: 1.5-1.6 + Reversibility

  • Week 5 - Ch 1: 1.7 + Random Walks in Z^d  &  Ch 2 Martingales: 2.1

  • Week 6 - Ch 2 Martingales: 2.2-2.3

  • Week 7 - Ch 2 Martingales: 2.4  &  Ch 3 Poisson Processes: 3.1

  • Week 8 - Ch 3 Poisson Processes: 3.2-3.3

  • Week 9 - Ch 3 Poisson Processes: 3.4  &   Exam 1

  • Week10 - Ch 3 Poisson Processes: 3.4(cont)-3.5

  • Week11 - Ch 4 Continuous-time MCs: 4.1-4.2

  • Week12 - Ch 4 Continuous-time MCs: 4.3-4.5

  • Week13 - Ch 5 Renewal Theory: 5.1-5.2

  • Week14 - Ch 6 Brownian Motion: 6.1-6.2

  • Week15 - Ch 6 Brownian Motion: 6.3-6.5

  • Week16 - Exam 2
  • Jan 18 & 20

  • Jan 25 & 27

  • Feb 1 & 3

  • Feb 8 & 10

  • Feb 15 & 17

  • Feb 22 & 24

  • Mar 1 & 3

  • Mar 8 & 10

  • Mar 22 & 24

  • Mar 29 & 31

  • Apr 5 & 7

  • Apr 12 & 14

  • Apr 19 & no classs on Apr 21!

  • Apr 24 & 28

  • May 3 & 5

  • May 10