MATH/STAT 492: Introduction to Stochastic Processes

Winter Quarter 2014

Handouts, Math/Stat 394, 2000

Basic Probability Handouts

Handouts, 491, Autumn quarter 2013

• Day 1 Handout
• Additional references
• Tentative Schedule
• 
  
• Random walk plots
• Two dimensional random walk plots
• Mathematica code for classical 2D simple random walk.
• Mathematica code for classical 2D ``diagonals'' random walk.
• Mathematica demo, 2-D random walk.
• 
  
• Branching processes: probability generating function plots
• Branching processes: sample path plots

Review sheets 2013

• Review sheet 1, short version
  Review sheet 1, long version
  
• Markov chain review and questions
• Review sheet 2
• Review sheet 3

Handouts, 492, Winter quarter 2014

• Day 1 handout
• Additional references
• Haar function construction of Brownian motion