Introduction to Stochastic
Processes
MATH 6790-1, Spring 2006
Web page has been last updated on
May 1, 2006
This is the official web page for MATH 6790-01. Please consult this page
regularly to see all reading assignments and homeworks in a much clearer
format than whatever I scrawl during lecture. Check the "last updated" date
above to see whether the new information pertaining to the last class has
been entered.
The development of this course was partially supported by NSF CAREER grant
DMS-0449717. Any opinions, findings, and conclusions or recommendations
expressed in this material are those of the author and do not necessarily
reflect the views of the National Science Foundation.
Announcements
- Final exam is on Monday, May 8 from 3-6 PM
Instructor
- Peter R. Kramer (office: Amos Eaton 310, office hrs: Wednesdays 2-3 PM
and Fridays 4-5 PM, phone: 276-6896, email: kramep@rpi.edu)
Handouts and Documents (PDF)
Lecture Notes (PDF)
- January 23, 2006 (PDF)
- January 26, 2006 (PDF)
- January 30, 2006 (PDF)
- February 2, 2006 (PDF)
- February 6, 2006 (PDF)
- February 9, 2006 (PDF)
- February 13, 2006 (PDF)
- February 16, 2006 (PDF)
- February 21, 2006 (PDF)
- February 23, 2006 (PDF)
- February 27, 2006 (PDF)
- March 2, 2006 (PDF)
- March 6, 2006 (PDF)
- March 9, 2006 (PDF)
- March 20, 2006 (PDF)
- March 23, 2006 (PDF)
- March 27, 2006 (PDF)
- March 30, 2006 (PDF)
- April 3, 2006 (PDF)
- April 6, 2006 (PDF)
- April 10, 2006 (PDF)
- April 13, 2006 (PDF)
- April 17, 2006 (PDF)
- April 20, 2006 (PDF)
- April 24, 2006 (PDF)
- April 27, 2006 (PDF)
Problem Sets (PDF)
- Homework 1 (PDF) (due Thursday,
February 9 at 2 PM; Problem 2.2 clarified on 02/04/06; Problem 3.1 added
on 02/07/06)
- Homework 2 (PDF) (due Monday,
March 6 at 2 PM)
- Homework 3 (PDF) (due Monday,
April 10 at 2 PM) (Problem 1.2 requirements clarified on 04/06/06)
- Homework 4 (PDF) (due Wednesday,
May 3 at 5 PM; no late submissions accepted after Friday, May 5 at 5
PM)