• September 24: Stochastic models: some examples
• September 26: A model for coin tossing
• October 1: Markov chains. Read 6.1.
• October 3: Generating functions. Read 5.1.
• October 8: Classification of states. Read 6.2 and 6.3.
• October 10: Long term behavior. Read 6.4
• October 15: Guest lecture, Vladimir Minin (Markov chains in genetics)
• October 17: Guest lecture, Tilmann Gneiting (Wind power prediction)
• October 22: Review
• October 24: Midterm
• October 29: Reversibility, Markov chain Monte Carlo. Read 6.5.
• October 31: More Markov chain Monte Carlo. Read 6.14.
• November 5: Birth processes. Read 6.8
• November 7: Group problems.
• November 12: Continuous time Markov chains. Read 6.9.
• November 14: Stationarity and persistence.
• November 19: Spatial Poisson processes. Read 6.13
• November 21: Markov random fields.
• November 26: Brownian motion. Read 13.1-2.
• December 3: Some applications.
• December 5: Review