STAT 253/317: Syllabus

Cong Ma, University of Chicago, Winter 2025

A tentative one:

1. Week 1

   1. Jan 7th: Lec 1 on Markov chains and C-K equations

   2. Jan 9th: Lec 2 on classification of states, recurrence, and transience

2. Week 2

   1. Jan 14th: Lec 3 on stationary distribution, limiting distribution, periodicity

   2. Jan 16th: Lec 4 on positive recurrence and limit theorems

3. Week 3

   1. Jan 21st: Lec 5 on reversible Markov chain

   2. Jan 23rd: Lec 6 on first step analysis

4. Week 4

   1. Jan 28th: Lec 7 on generating functions and branching process

   2. Jan 30th: Midterm I

5. Week 5

   1. Feb 4th: Lec 8 on exponential distribution and Poisson process

   2. Feb 6th: Lec 9 on thinning and superposition

6. Week 6

   1. Feb 11th: Lec 10 on continuous-time Markov chains

   2. Feb 13th: Lec 11 on limiting probabilities

7. Week 7

   1. Feb 18th: Midterm II

   2. Feb 20th: Lec 12 on renewal processes and limit theorems

8. Week 8

   1. Feb 25th: Lec 13 on reward renewal processes and alternating renewal processes

9. Week 9

   1. Mar 3rd:

   2. Mar 5th: