Introduction to Stochastic
Processes
MATH 6790-1, Fall 2011
Web page has been last updated on
December 14, 2011
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.
Announcements
- Homework 4 is actually due 5 PM on December 15 (hard deadline)
- Optional lecture schedule (all lectures in JROWL 2C25)
- Wednesday, December 14, 3:00-4:30 PM: Martingales
- Thursday, December 15, 2:00-3:50 PM: Markov Chain Monte Carlo sampling
- Monday, December 19, 3:00-4:50 PM: Stochastic epidemic models
Instructor
- Peter R. Kramer (office: Amos Eaton 310, office hrs: Mondays
2 PM - 3PM (free-for-all), Wednesdays 11 AM-12 PM (this class
preference), Wednesdays 3 PM-4 PM (DE class preference), phone:
276-6896, email: kramep@rpi.edu)
Handouts and Documents (PDF)
Lecture Notes (PDF)
- September 2, 2011
- September 6, 2011
- September 9, 2011
- September 20, 2011
- September 23, 2011
- September 27, 2011
- September 30, 2011
- October 4, 2011
- October 7, 2011
- October 14, 2011
- October 18, 2011
- October 21, 2011
- November 1, 2011
- November 4, 2011
- November 8, 2011
- November 11, 2011
- November 15, 2011
- November 18, 2011
- November 22, 2011
- December 2, 2011
- December 6, 2011
Homework (PDF)