STA 331 2.0 Stochastic Processes

Here is your road map for the course!

Week 1

• Introduction

Week 2 - 3

• Markov Chains

📚 Individual Assignment - week 3

Week 4

• Classification of states

Week 5

• Limiting Probabilities

Week ( 1 September 2020 )

Holiday

Week 6

• Continuous Parameter Markov Chains

Week 7 - 8

Week 7

📚 In-class assignment

Week 7 - 8

• Poisson Process (cont.), Interarrival and Waiting Time Distributions

• Assignment discussion.

Week 9

• Poisson Process (cont.), Splitting of a Poisson process, Compound Poisson processes

Week 10

Ion Switching| Kaggle competition

Week 11

• Nonhomogeneous Poisson Processes

Week 12 - 14

• Birth and death process - Introduction, Pure Birth Process

• Partial Differential Equations

• Pure Death Process

• Answers for Pure Death Process - Download from LMS

• Assignment 3: Please go the LMS (Due date: 24 Nov 2020)

• Birth-and-Death Process

• Birth-and-Death Process - important results

Week 15

• Birth-and-Death Process - important results (cont)

Revision

Individual Presentations - SIR models

Past papers

Visit LMS

Resources

Visual Explanation of Markov Chains

END