Stochastic Processes and Probability Theory I
MTH 667-001 (CRN 14886)
T, Th 10:00 - 11:15
NH 346

NOTES

Assignment #5 has been posted.
 

Syllabus
HW 1:  Due Tuesday, October 12th
    Problems: 1.1, 1.6, 2.3, 2.17, 2.19.
HW 2:  Due Thursday, October 21st
    Problems: 3.2 (a)(b), 3.3 (a)(b)(c)(f), 3.5, 3.11(a)
HW 3:  Due Thursday, October 28th
    Problems: 4.3, 4.6, 5.1, 5.3
HW 4:  Due Thursday, November 18th
    Problems: 5.5, 5.7, 5.12, 5.14, 5.17, 6.6

 Extra Problems
HW 5:  Due Thursday, December 2nd
    Problems: 8.19, 8.20, 8.21, 8.26



Old Notes

This is the first term of a three term sequence of courses devoted to developing a unified theory of probability to support the study of various types of stocastic processes.  The same textbook will be used for all three terms.

Note: The textbook provides a long list of small appendices (36 of them) covering background material from analysis.  Students should read all of them (except perhaps A36).  Most results should be well known to most students, but everybody is likely to find some new results or at least new insights. 

You should start reading your apendices.  For this week the first 13 will do.

 Last updated: 11/21/2010