Stochastic Processes (Spring 2021)

General Information

Instructor:

Chihao Zhang

Time:

Monday
12:55 - 15:40

Location:

DongShangYuan (东上院) 107

Office Hour:

Monday
7:00pm - 10:00pm
School of Software (软件学院) 1402-2

References

Essentials of Stochastic Processes, 3rd Edition, Richard Durrett, Springer.

Introduction to Probability Models, 11th Edition, Sheldon Ross, Elsevier.

Stochastic Processes: Theory and Applications (unfinished manuscript), Joseph Chang.

News

Lecture Notes

[Mar 29][manuscript][notes] Metropolis Algorithm, Simulated Annealing, Mixing Time
[Mar 22][manuscript][notes] 2SAT, Stochastic Dominance, Coupling, Proof of FTMC
[Mar 15][manuscript][notes] Galton-Watson Process, Random Walk in 1-D
[Mar 08][manuscript][notes] Fundamental Theorem of Markov Chains, Strong Law of Large Numbers for Markov Chains
[Mar 01][manuscript][notes] Discrete Markov Chains, Irreducibility, Aperiodicity, Recurrence
[Feb 22][manuscript][notes] Introduction to the Course (slides in Chinese), Review of Probability Theory