Syllabus for Math 461, Section F1 (Applied Stochastic Processes)

Course topic: Applied Stochastic Processes
Text: Norris, Markov Chains, 1997, Cambridge University Press.

Outline: This is a graduate course on Markov chains and Markov processes.

The goal of this course is fairly rigorous understanding of Markov chains and Markov processes.  We will go through Norris' book fairly linearly, and will especially focus on functional-analytic concepts relating to Markov chains, augmenting the text when necessary.  Below is a rough and unordered list of some of the topics we will cover.

The goal of this course is fairly rigorous understanding of Markov chains and Markov processes.  We will go through Norris' book fairly linearly, and will especially focus on functional-analytic concepts relating to Markov chains, augmenting the text when necessary.

Grades will be determined on the basis of homework questions and two exams. 





Richard Sowers (Home Page)


Department of Mathematics
University of Illinois at Urbana-Champaign
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r-sowers@math.uiuc.edu (217) 333-6246