MATH 289A: TOPICS IN PROBABILITY (FALL 2017)
The scribe notes on this page are notes taken by students in the Math 289A class of Fall 2017.
These notes are for the convenience of the students in the class and have not been vetted for accuracy.
Lectures 1 & 2:
Summary of results on convergence of stochastic processes
(for notes on this, click here).
Scribe notes from Lecture 1.
Scribe notes from Lecture 2.
Continuous mapping theorem, random time change theorem, functional
central limit theorems for random walks and renewal processes.
Start of biochemical reaction networks.
Scribe notes from Lecture 3.
Lecture 4: (Bio)chemical Reaction Network Model. Scribe notes.
Lecture 5: C-tightness of fluid scaled Markov Chain. Scribe notes.
Lecture 6: Characterization of Fluid Limit and Start of Linear Noise Approximation.
Lecture 7: Linear Noise Approximation. Scribe notes.
Lecture 8: Reflected diffusion approximations for biochemical reaction networks.
Click here for slides from this lecture.
Lectures 9-11: Skorokhod problem notes. Copyright,
J.G. Dai and R.J.Williams, 2017.
Scribe notes from Lecture 9.
Lecture 12: Generalized Harrison-Reiman conditions and Linear Complementarity Problem. Scribe notes for lecture 12.
Lecture 13: Skorokhod problems and Semimartingale Reflecting Brownian Motions. For scribe notes, click here.
Lecture 14, 15, 17: Stein's method.
Scribe notes from Lecture 14. Scribe notes from Lecture 15.
Lectures 14 (in part), 16, 17 (in part): Student presentations.