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|
Jeff Mortensen |
Office: DMS 320 |
Phone 682-8744 |
| Long ago | Secondary Reference | Chapter 3 | Section 3.4 | Expectation by conditioning |
| 02-08-12 | Primary Reference | Chapter 2 | Section 2.2 | Chapman-Kolmogorov equation |
| 02-10-12 | Primary Reference | Chapter 2 | Section 2.3 | Classes; period |
| 02-17-12 | Primary Reference | Chapter 2 | Section 2.4 | First return time; first passage time; recurrent and transient states |
| 02-22-12 | Primary Reference | Chapter 2 | Section 2.5 | Basic limit theorems |
| 02-24-12 | Primary Reference | Chapter 2 | Section 2.6 | Stationary Distribution |
| 02-27-12 | Primary Reference | Chapter 2 | Section 2.7 | Finite Markov Chains |
| 03-02-12 (last 2 pages) | Primary Reference | Chapter 2 | Section 2.7.1 | Finite Markov Chains part 2 |
| 03-02-12 | Primary Reference | Chapter 2 | Probabilities by conditioning | We revisit some results from sections 2.2 and 2.4 |
| 03-07-12 | Primary Reference | Chapter 2 | Irreducibilty | Irreducibility of the finite DTMC vs strongly connected graph from section 2.3 |
| 03-09-12 | Primary Reference | Chapter 2 | One dimensional Random Walk | See examples 2.10 and 2.13 |
| 03-09-12 | Primary Reference | Chapter 2 | Section 2.9 | Monte Carlo Simulation |
| 03-12-12 | Primary Reference | Chapter 4 | Section 4.2 | Branching processes |
| 03-14-12 | Primary Reference | Chapter 4 | Section 4.3 and 4.4 Part 1 | Branching processes |
| 03-16-12 | Primary Reference | Chapter 4 | Section 4.3 and 4.4 Part 2 | Branching processes |
| 03-26-12 | Secondary Reference | Chapter 5 | Section 5.2 part A | Exponential distribution |
| 03-28-12 | Secondary Reference | Chapter 5 | Section 5.2 part B | Exponential distribution |
| 03-30-12 | Secondary Reference | Chapter 5 | Section 5.3 | Counting processes |
| 04-02-12 | Secondary Reference | Chapter 5 | Section 5.3.3 | Interevent times for Poisson processes |
| 04-04-12 | Primary Reference | Chapter 5 | Section 5.2 | Continuous time Markov chains: notation processes |
| 04-09-12 | Primary Reference | Chapter 5 | Section 5.3 | Poisson processes; Kolmogorov differential equation |
| 04-11-12 | Primary Reference | Chapter 5 | Section 5.4 | The generator matrix Q |
| 04-16-12 | Primary Reference | Chapter 5 | Section 5.5 | The Embedded DTMC |
| 04-16-12 | Primary Reference | Chapter 5 | Section 5.6 (Maple Code and PDF ) | Forward and Backward Kolmogorov Differential Equations |
| 04-18-12 | Primary Reference | Chapter 5 | Section 5.7 (updated 4-18-12) (Maple Code and PDF ) | Stationary distribution |
| 04-20-12 | Primary Reference | Chapter 5 | Section 5.8 | Finite CTMC's |
| 04-23-12 | Primary Reference | Chapter 5 | Section 5.10 (Matlab m-file and JPG of Graph ) | Interevent times; Stochastic realizations |
| 04-25-12 | Primary Reference | Chapter 5 | Section 5.9 and 5.11 (Maple Code and PDF ) | Probability generating function technique 5.9; method of characteristics 5.11 |
| 04-27-12 | Primary Reference | Chapter 6 | Section 6.2 (updated 4-29-12) and an Addendum | General birth and death processes |
| 04-30-12 | Primary Reference | Chapter 6 | Section 6.3; | Stationary distribution; Note: the examples are from the Math 420 textbook section 8.2 |
| 05-02-12 | Primary Reference | Chapter 6 | Section 6.4 | Finding the pgf for the simple birth process |
| 05-02-12 | Secondary Reference | Chapter 7 | Handout provided in class | Renewal processes |
