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 #20-25
,
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)
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