STAT 253/317: Syllabus

A tentative one:

1. Week 1

   1. Jan 4th: Lec 1 on Markov chains and C-K equations

2. Week 2

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

   2. Jan 11th: Lec 3 on stationary distribution, limiting distribution, periodicity

3. Week 3

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

   2. Jan 18th: Lec 5 on reversible Markov chain

4. Week 4

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

   2. Jan 25th: Lec 7 on generating functions and branching process

5. Week 5

   1. Jan. 30th: Midterm I

   2. Feb. 1st: Lec 8 on exponential distribution and Poisson process

6. Week 6

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

   2. Feb. 8th: Lec 10 on continuous-time Markov chains

7. Week 7

   1. Feb. 13th: Lec 11 on limiting probabilities

   2. Feb. 15th: Midterm II

8. Week 8

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

   2. Feb. 22nd: Lec 13 on reward renewal processes and alternating renewal processes

9. Week 9

   1. Feb. 27th:

   2. Feb. 29th: