Introduction to Stochastic
Processes
MATH 6790-1, Fall 2008
Web page has been last updated on
December 8, 2008
This is the official web page for MATH 6790-01. Please consult this page
regularly to see all reading assignments and homeworks in a much clearer
format than whatever I scrawl during lecture. Check the "last updated" date
above to see whether the new information pertaining to the last class has
been entered.
The development of this course was partially supported by NSF CAREER grant
DMS-0449717. Any opinions, findings, and conclusions or recommendations
expressed in this material are those of the author and do not necessarily
reflect the views of the National Science Foundation.
Announcements
- I forgot I will be away on Friday so regarding the grading of the last
homework, if you submit it by Monday, December 8 at 5 PM, I'll try to
grade it by Tuesday morning. If you submit by Wednesday, December 10 at 5
PM, I'll grade it that evening.
- No office hours Tuesday, December 9.
Instructor
- Peter R. Kramer (office: Amos Eaton 310, office hrs: Tuesdays 3-4 PM
and Wednesdays 3-4 PM (starting September 2), phone: 276-6896, email: kramep@rpi.edu)
Handouts and Documents (PDF)
Lecture Notes (PDF)
- August
25, 2008
- August
28, 2008
- September
4, 2008
- September
8, 2008
- September
11, 2008
- September
15, 2008
- September
18, 2008
- September
22, 2008
- September
25, 2008
- September
29, 2008
- October
2, 2008
- October
6, 2008
- October
9, 2008
- October
14, 2008
- October
16, 2008
- October
20, 2008
- October
23, 2008
- October
27, 2008
- October
30, 2008
- November
3, 2008
- November
6, 2008
- November
10, 2008
- November
13, 2008
- November
17, 2008
- November
20, 2008
- November
24, 2008
- December
1, 2008
Problem Sets (PDF)
- Homework 1 (due Monday, September
22 at 12 PM)
- Homework 2 (due Tuesday, October
14 at 12 PM)
- Homework 3 (due Thursday,
November 20 at 12 PM; Problem 3.1 corrected on 11/14/08)
- Homework 4 (absolute deadline:
Wednesday, December 10 at 5 PM; submit by Monday, December 8 at 5 PM for
grade by Tuesday; Problem 3.1 corrected 12/07/08; Problems 1.9, 2.1, 2.6
clarified 12/08/08)