This is the official web page for MATH 6962-01.  Please consult this page regularly  to see all reading assignments and homeworks in a much clearer format than whatever I scrawl on Elmo.  Check the "last updated" date above to see whether the new information pertaining to the last class has been entered.

• The class has now moved to Troy 2015 (2:00-3:50 PM Mondays and Thursdays).
• Office hours for PRK are canceled for Tuesday, April 13.

Instructor

• Peter R. Kramer (office: Amos Eaton 310, office hrs: Tuesdays and Fridays 4:00-5:00 PM, phone: 276-6896, email: kramep@rpi.edu)
• Emilio Castronovo has kindly volunteered to provide assistance with the course material and homework on Tuesdays 5:00-6:00 PM and Wednesdays 12:00-1:00 PM in the open area on the fourth floor of Amos Eaton.

 

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Handouts and Documents (PDF)

Reading List

Lecture Notes (PDF)

• January 15, 2004
• January 22, 2004
• January 26, 2004
• January 29, 2004
• February 2, 2004
• February 5, 2004
• February 9, 2004
• February 12, 2004
• February 17, 2004
• February 19, 2004
• February 23, 2004
• February 26, 2004
• March 1, 2004
• March 4, 2004
• March 15, 2004
• March 18, 2004:  Note that I made some corrections to the class notes for the formulas for checking the transience of the birth-death chain.
• March 22, 2004
• March 25, 2004
• March 29, 2004
• April 1, 2004
• April 5, 2004
• April 8, 2004:  I fixed some instances of n and n' after the class.
• April 15, 2004
• April 19, 2004
• April 22, 2004
• April 26, 2004

Problem Sets (PDF)

• Problem Set 1  
• Problem Set 2   
• Problem Set 3   
• Problem Set 4