Introduction to Stochastic Processes
18.445 · Mathematics · Graduate · Spring 2015
Dr. Hao Wu
This course is an introduction to Markov chains, random walks, martingales, and Galton-Watsom tree. The course requires basic knowledge in probability theory and linear algebra including conditional expectation and matrix.
The syllabus, on MIT OpenCourseWare
The full course — syllabus, assigned readings, problem sets, exams, and lecture notes — lives on OCW. These open the real thing:
Syllabus ↗
Course overview, grading, schedule
Readings ↗
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Assignments ↗
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Attribution
Dr. Hao Wu. 18.445 Introduction to Stochastic Processes. Spring 2015. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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