Stochastic Processes and Applications
M394C #58164 Fall 2009
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Announcements:
- The second homework problem has been added.
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Class Materials:
Spring 2008: Stochastic Processes II (M375T #57235)
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Announcements:
- The sixth and final problem set has been posted. We
will go over it on Mon. May 4st. After this class,
the second take-home assignment will be posted here.
The second take-home assignment will be collected on
the last day of class, May 8th, and grades will be
posted on blackboard by Sun. May 10th.
The
syllabus says that this class will have three
take-home assignments, and the lowest will be
dropped, so I will post a third take-home assignment
on Sunday, May 10th, that will be due Thurs. May
14th (the final exam day for the class.) You only
need to complete this assignment if you are trying
to improve the grade that you see posted on Sun. May
10th.
- The first take-home exam has been graded. The
grades are posted on blackboard.
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Class Materials:
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First-day handout (updated)
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Gordan Zitkovic's notes
- Class notes:
1-21,
1-23,
1-26,
1-28,
1-30,
2-2,
2-4,
2-6(PD),
2-9,
2-11,
2-13,
2-16,
2-18,
2-20(PD),
2-23,
2-25,
2-27,
3-2,
3-4(PD),
3-6,
3-9,
3-11,
3-13,
3-23,
3-25,
3-27,
3-30,
4-1,
4-3,
4-6(PD), 4-8(PD),
4-10,
4-13,
4-15,
4-17,
4-20,
4-22(PD)
4-24,
4-27,
4-29
(PD = Problem Day)
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Problem Sets:
1,
2,
3,
4,
5,
6
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Take-home Assignments:
1,
2