STA 447/2006: Stochastic Processes
Wenlong Mou, Department of Statistical Sciences, University of Toronto, Winter 2025
Schedule
| lecture | topic | book chapteres | notes |
| 01/08 | introduction, Markov definitions and transition probabilities, recurrent and transient states, recurrent state theorem | Rosenthal 1.1 – 1.5 | Lecture 1 |
| 01/15 | recurrence of multi-dimensional random walks, f-expansion, gambler's ruin, communicating states and irreducibility, recurrence equivalence theorems | Rosenthal 1.5 – 1.7 | Lecture 2 |
| 01/22 | | | |
| 01/29 | | | |
| 02/05 | Midterm exam #1 | | |
| 02/12 | | | |
| 02/26 | | | |
| 03/05 | | | |
| 03/12 | Midterm exam #2 | | |
| 03/19 | | | |
| 03/26 | | | |
| 04/02 | | | |
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Recommended practice questions
Week 1: Rosenthal 1.3.9, 1.4.8, 1.5.4, 1.5.9
Weak 2: Rosenthal 1.5.13, 1.5.14, 1.6.20, 1.6.21, 1.6.25, 1.7.12
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