math 564, applied stochastic processes

Outline

The course deals with basics of the Markov chains, and some of their applications.  Elementary (discrete state) probability and a bit of analysis: math44{7,8} and math 461 should be enough.

Modalities

Official course time is MWF 1-1:50pm. The course will be conducted online, via Zoom. I expect at a fraction of the lectures to be pre-recorded releasing time for the discussion of the material and projects.
The links to the lectures, notes, homework assignments etc will be assembled on the weekly plan page.

My office hours for this class are on Fridays, 2-3 pm, via Zoom. Class TA is Hsin-Po Wang: office hours are Tuesdays at noon (Zoom 961 9994 9409; passcode = m564).

Homework

Solutions to homework should be submitted via gradescope. Solutions should be submitted as pdf files, typeset by any tool of your choice (LaTeX, MS Word, or, the easiest, Markdown). If in doubt, see faq. If there is a reason why your submission is handwritten and the photographed into a low resolution jpeg, let me know (but is should be a very convincing reason).

Projects

I expect the participants to run a project, that can be a simulation, or a report on a paper, or any combination thereof. Some topics will be suggested here; feel free to come up with your own ideas.
You should select your topic by September 21.

Texts

We will be using Norris, J. R. Markov Chains as primary textbook.
Other texts of use: Aldous and Fill’s book-in-progress; some material from Lyons and Peres’ book.

Grading

The grade will be based on about 8 homework assignments, 60%, and a final project, 40% (details to follow).

In case of trouble

Do not panic! check the manual, faq, talk to your classmates on piazza, contact the TA or me.

Statements

Make sure you’re aware of them.

Desiderata

What the students wanted from this course at the start:

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