This is a 10-week course focused on introducing basic concepts in stochastic processes. We start from a touch of the random walk through Bernoulli's gambling games, then take a tour of the discrete Markov chains, and end the course with an introduction to conditional probabilities, expectation, and martingales.
STAT491: Introduction to Stochastic Processes (2020)
Check the Syllabus for detailed course plan.
Instructor: Fang Han (firstname.lastname@example.org)
Teaching assistant: Hongjian Shi (email@example.com)
Lectures: MWF 11:30-12:20, in Zoom
Office hours: refer to the syllabus
Midterm: Oct. 23 and Nov. 20, in-class
Final exam: Dec. 11, in-class
Lecture note 1
Lecture note 2
Lecture note 3