Spring 2018, Math 171

Office Hours:

Notes

• Week 10

  • Poisson Process Conditioning

  • Renewal Process

  • Useful Formulas

• Week 9

  • Miscillaneous Poisson Process Problems

  • Compound Poisson Process

  • Thinning and Superposition

• Week 8

  • Exponential Distribution

  • Poisson Process Basics

• Week 7

  • Martingales

  • Optional Stopping

• Week 6

  • Exit Distributions

  • Exit Times

• Week 5

  • Reversibility/Detailed Balance Condition

  • Limiting Behavior

• Week 4

  • Stationary Distributions

  • Reversibility/Detailed Balance Condition

  • Limiting Behavior

• Week 3

  • Stopping/Non-Stopping times

  • Classification of States

  • Stationary Distributions

• Week 2

  • Markov/Non-Markov Chains

  • Stopping/Non-Stopping Times

  • Linear Algebra

• Week 1

  • Law of Total Probability

  • Bayes Formula

  • Conditional Probability