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---by James R. Norris.

Publisher: Cambridge University Press, 1997.

ISBN-13: 978-0521633963

ISBN-10: 0521633966

2.

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:

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.