Stochastic Processes (Spring 2022)

General Information

Instructor:

Chihao Zhang

Time:

Tuesday
12:55 - 15:40

Location:

下院413

Office Hour:

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

References

See References. I will keep updating the references.

News

Lecture Notes

[May 17][notes] Kolmogorov-Smirnov Test, Diffusion
[May 10][notes] Brownian Motion, Brownian Bridge
[Apr 26][notes] Generalized Coupon Collector, Poisson Approximation
[Apr 24][notes] Poisson Processes, Thinning of Poisson Processes
[Apr 19][notes] Tail Inequalities for Martingales
[Apr 12][notes] Martingale, Optional Stopping Theorem
[Mar 29][notes] Some Applications of Markov Chains
[Mar 22][notes] Recurrence, SLLN for Markov Chains
[Mar 15][notes] Metropolis Algorithm, Markov Chains with Countbly Infinite States
[Mar 08][notes] Proof of FTMC for Finite Chains, Coupling
[Mar 01][notes] Concentration Inequalities, Finite Markov Chains
[Feb 22][notes] Review of Probability Theory
[Feb 15][notes] Introduction to the Course (slides in Chinese)