PubH 8432 Probability Models- Fall 2009

• Week 1 (09/08, 09/10): Sample Space, Probability Theory
  
  Materials will mainly be drawn from:
  
  

  • Lecture 1 from Last Year Course Website
  
  
  • Chapter 0.pdf from Jon Wellner's Course Website

• Week 2 (09/15, 09/17): Measurability, Random variables
  
  Materials will mainly be drawn from:
  
  

  • Lecture 2 from Last Year Course Website
  
  
  • A scanned copy of the materials covered on 09/17 can be found here

• Week 3 (09/22, 09/24): Expectation, Distribution Function
  
  Materials will mainly be drawn from:
  
  

  • Lecture 3,4 from Last Year Course Website
  
  
  • A scanned copy of the materials covered on 09/22 can be found here
  
  
  • A scanned copy of the materials covered on 09/24 can be found here

• Week 4 and Week 5 (09/29, 10/01, 10/06, 10/08): Conditional Distribution, Conditional Expectation
  
  Materials will mainly be drawn from:
  
  

  • Lecture 5 from Last Year Course Website
  
  
  • A scanned copy of the materials covered on Week 5 can be found here

• Week 6 (10/13, 10/15): Markov chain
  
  

  • A scanned copy of the materials covered on 10/13 can be found here
  
  
  • A scanned copy of the materials covered on 10/15 can be found here

• Week 7 (10/20, 10/22): Markov chain
  
  Continued discussion on the previous notes.

• Week 8 (10/27, 10/29): Markov chain
  
  Midterm and Practice problems.

• Week 9 (11/3, 11/5): Markov chain
  
  

  • A scanned copy of the materials covered on 11/3 can be found here
  
  
  • A scanned copy of the materials covered on 11/5 can be found here

• Week 10 (11/10, 11/12): Markov chain
  
  

  • A scanned copy of the materials covered on 11/10 can be found here
  
  
  • A scanned copy of the materials covered on 11/12 can be found here

• Week 11(11/17, 11/19): Markov chain
  
  

  • A scanned copy of the materials covered on this week can be found here
  
  
  • Lecture 9,18,19 from Last Year Course Website