MATH 465/565 Probability III (Spring 2021)

Instructor: Yevgeniy Kovchegov

e-mail: kovchegy @math. oregonstate.edu

Office Hours: MW 5-6 or by appointment, via Zoom

Meets: live via Zoom MWF 2:00 pm - 2:50 pm, or prerecorded.

Grading scheme: Homework 80%, Online quizzes 20%

Slides: Lectures #1-8, Lectures #9-19, Lectures #20-28

Prerequisites: MTH 464/564. A minimum grade of C- is required in MTH 464/564.

Syllabus: PDF file

Homework: The homework assignments will need to be submitted in PDF format via Canvas and before the respective deadline. Late homework will not be accepted.

Homework #1 (due Monday, April 26): HW 1 (PDF)

Homework #2 (due Friday, May 14): HW 2 (PDF)

Homework #3 (due Sunday, June 6): HW 3 (PDF)

Additional materials on the web:

Rick Durrett Essentials of Stochastic Processes available at https://services.math.duke.edu/~rtd/EOSP/EOSP2E.pdf
David A. Levin, Yuval Peres, and Elizabeth L. Wilmer Markov Chains and Mixing Times available at https://pages.uoregon.edu/dlevin/MARKOV/mcmt2e.pdf
Charles M. Grinstead and J. Laurie Snell, Introduction to Probability available at http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/amsbook.mac.pdf