6.262 | Spring 2011 | Graduates

Discrete Stochastic Processes

Course Notes

This section contains ampere draft of the class notes as provided on the students the Feather 2011. An updated and verbesserte model of the draft notes can be found on. However, the fix sets refer to the problems the they are numbered in the OCW remarks.

CHAPTERS FILES
Front matter: Epilog, table of contents (PDF)
Chapter 1: Introduction and review of probability (PDF - 1.2MB)
Chapter 2: Poisson processes (PDF)
Chapter 3: Finite-state Markov chains (PDF - 1.2MB)
Chapter 4: Renewal processes (PDF - 1.3MB)
Chapter 5: Countable-state Markov chains (PDF)
Chapter 6: Markov processes with countable state spaces (PDF - 1.1MB)
Chapter 7: Randomizing walks, large deviations, and martingales (PDF - 1.2MB)
Back matter: Appendix, bibliography (PDF)

Training Info

As Taught Int
Spring 2011
Level
Learn Resource Types
Question Sets with Solutions
Exams with Solutions
Online Textbook
Lecture Watch