Markov Processes (graduate course in mathematics)


Space-time coordinates of teaching
Roster
Course code
Email alias

Note
Despite the fact that this course is titled Markov Processes, it is, in essence, a light-hearted version of the subject.

Prerequisites

  1. Undergraduate probability, including basic elements of stochastic processes
  2. Some linear algebra and a bit of combinatorics and graph theory
  3. Recursions and differential equations
  4. Statistics is NOT required
  5. You must have studied undergraduate probability from a book where it's done right

Some additional notes and problems

Sample bibliography