Math-M560 Applied Stochastic Processes

Syllabus: Link to the syllabus
Mildly Revised Syllabus: Link to the syllabus

Link to Russ Lyon's Lecture Notes. These notes contain some ideas and results discussed in class but omitted from Ross's text.

Link to a free probability text by Grinstead and Snell. Contains some elementary discussion of Markov Chains and random walks.

Link to Homework 1
Link to Homework 2
Link to Homework 3
Link to Homework 4

Link to the Study Guide for Exam 1

Link to Homework 5
Link to Homework 6
Link to Homework 7
Link to Homework 8

Link to the Study Guide for Exam 2

Link to Homework 9
Link to Homework 10
Link to Homework 11
Link to Homework 12

Link to the Study Guide for the Final Exam