Introduction to Stochastic
Processes
MATH 6790-1, Spring 2010
Web page has been last updated on
May 11, 2010
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
Instructor
- Peter R. Kramer (office: Amos Eaton 310, office hrs: office hrs: Mondays 12-1 PM (free-for-all), Tuesdays 4-5 PM
(stochastics class preference), Wednesdays 11 AM - 12 PM (perturbation
class preference), phone: 276-6896, email: kramep@rpi.edu)
Handouts and Documents (PDF)
Lecture Notes (PDF)
- January 26, 2010
- January 29, 2010
- February 2, 2010
- February 5, 2010
- February 9, 2010
- February 12, 2010
- February 23, 2010
- February 26, 2010
- March 2, 2010
- March 5, 2010
- March 19, 2010
- March 23, 2010
- March 26, 2010
- March 30, 2010
- April 2, 2010
- April 6, 2010
- April 9, 2010
- April 20, 2010
- April 23, 2010
- April 27, 2010
- April 30, 2010
- May 11, 2010
Problem Sets (PDF)