18.445,
Spring
2009
The Course: This course is an introduction to the
theory of Markov processes on a countable state space, with
particular attention payed to
the longterm behavior of these processes. The text will be my
book "An Introduction to
Markov Processes," published by
Springer--Verlag in their Graduate Text Series, vol. 230, ISBN:
3-540-23499-3 . I will cover most, if not all, of its
contents.
Grading:
Your grade will be based on your
performance on
one
in-class hour exam and the weekly homework assignments. There will be
no
final examination,
and approximately three quarters of your grade will be based on your
performance on the homework. Homework must be
handed in by the end of class on the day it is due.
I will not be responsible for the fate of homework stuck under my
office
door
or for homework which has not been retrieved more than a week after it
is
graded. The date of the exam will be Monday April 6th.
Errata:
here is a growing list of errata.
An Essay: You may
find this link interesting. It is my
attempt to give an overview of Markov processes.
Assignments:
due Feb. 17th: 1.3.1, 1.3.2, 1.3.4,
1.3.8
due Feb . 27th: 2.4.1,
2.4.2, 2.4.3, 2.4.5, 2.4.6
due March 11th: 2.4.7, 2.4.8 (optional), 2.4.9, 2.4.10
due March 20th: 3.3.2,
3.3.3, 3.3.4 (a) & (b)
April 6th Exam and Solutions: link
due April 13th: 3.3.6,
3.3.7, 3.3.8
due April 24th: 4.5.1,
4.5.2, 4.5.3, 4.5.4
due May 4th: 4.5.5,
4.5.7, 4.5.8, 4.5.9
due May 13th:
4.5.10, 4.5.11