Stochastic Processes
Stat 150 -- Spring 2008
This is Peter's page for the course. Professor Evans' page is
here
. Here's the updated slides for the latter part of the course:
Stationary distributions (discrete-time)
Continuous-time Markov chains -- Introduction
Continuous-time Markov chains -- Stationary distributions and reversibility
Martingales
And the homeworks:
homework 8
(due April 16)
homework 9
(due April 23)
homework 10
(due April 30)
homework 11
(due May 7)