MATH 303 - Stochastic Processes
Lecture topics
Notes for specific lectures will be posted here.
Some lectures may be recorded. In that case, captured videos will be available through canvas, later that day (under the zoom section, "Cloud recordings" tab).
| Date | Topics |
|---|---|
| week 1 | Markov chain definitions, Chapman Kolmogorov equation, Gambler's ruin |
| week 2 | Communicating classes, irreducibility, priodicity, recurrence and transience |
| week 3 | Stationary distributions, reversibility and reversible Markov chains |