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MTHE/STAT455, STAT855 Lecture Notes, Fall 2017

Sets of lecture notes (in .pdf format) are provided below as a supplement to the class lectures. These lecture notes are not a replacement for the class lectures nor are they required reading. These lecture notes do not cover everything that will be covered in class. They should aid your understanding of the material. I hope you can find them useful.

  • Set 1 (Conditional Expectation).
  • Set 2 (Discrete-Time Markov chains 1).
  • Set 3 (Discrete-Time Markov chains 2).
  • Set 4 (Exponential Distribution and Poisson Processes).
  • Set 5 (Continuous-Time Markov chains).