Professor Feng's Math 865 - Stochastic Processes I (Spring 2017)

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1. Text:   Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics)
   ---by James R. Norris.  
 Publisher:   Cambridge University Press, 1997.
 ISBN-13: 978-0521633963
 ISBN-10: 0521633966

Professor Jin Feng's Office: 510 Snow Hall, Phone: 785-864-3764 
   Office hour: Tuesday, Friday 3:50-4:45 pm or by appointment.
   Lecture time: Tuesday and Thursday. 1:00-2:15 pm at 456 Snow Hall.
3. Exams:  TBA. 

4. Homework:
   Assignments will be announced during the lectures.

5.  Course information:
Keywords:   Discrete time and continuous time Markov Chains: transient, recurrence, invariant distributions and ergodicity;  Discrete time martingales, potential theory.
Prerequisite: Basic probability theory or permission of the instructor.
Credit Hours : 3

The aim of this course is to develop a set of tools for analyzing discrete and continuous time Markov chains.  Examples from subjects outside math will be discussed to illustrate the theory.