Up

Here you will find lecture notes for this course when available.

180C Lecture Notes:

1. 180C Lecture notes (continuation of 180B notes through the Poisson point process.)
2. 180C Lecture notes 1 (continuation of 180B notes through the Poisson point process.) Clean up a bit from above.
3. 180C Lecture Notes 2. (Expansions and modifications to the previous set of notes.  Finishes our discussion on the Poisson processes.)
   See Section 16.7 on p. 149-150 for a summary of the main results to know about Poisson Processes.
4. 180C Lecture Notes 3. (Through some of the basic theory for time homogeneous Markov chains.)
5. 180C Lecture Notes 4. (Now includes a number of examples.)
6. 180C Lecture Notes 5. (Notes through the end of continuous time Markov Chain Theory.)
7. 180C Lecture Notes 6. (Notes through renewal processes.)
8.  180C Lecture Notes 6b.  Same as above except for:
   a)  the addition of Section 9.7 on the jump hold description of discrete time chains and
   b) the last two pages explaining what you should know for test number 2.
    
9. 180B-C Lecture Notes for 2011 This is basically it -- a compilation of the lecture notes for all of 180B-C.
   (This has been modified and corrected on 6/3/2011).

180B Lecture Notes

1. 180B Lecture notes on conditional expectations and best linear predictions
    
2. 180B Lecture notes including Markov chains and the first step analysis (Revised 1/27/2011).
    
3. 180B Lecture Notes including Markov chains and the first step analysis and Random Walks (Revised 2/3/2011)
    
4. 180B Lecture Notes including Markov chains and the first step analysis and Random Walks (Revised 2/7/2011)
   (Fixed some typos and added one more example alluded to in class today.)
    
5. 180B Lecture Notes including long run behavior of Markov chains.
    
6. 180B Lecture Notes including long run behavior of Markov chains (expanded)
    
7. 180B ecture Notes including continuous distributions and exponential random variables.