Zhengyi Zhou

ORIE3510/5510: Stochastic Processes (Spring 2013)

In-Class Example Worksheets:
Worksheet1 (Probability review)
Worksheet2 (Probability review, DTMC intro)
Worksheet3 (DTMC one-step transition matrix)
Worksheet4 (DTMC classification of states)
Worksheet5 (DTMC limiting distribution)
Worksheet6 (DTMC rewards, mean time spent in transient states)
Worksheet7 (Properties of exponential distribution)
Worksheet8 (Poisson process)
Worksheet9 (Poisson process thinning and superpositioning)
Worksheet10 (Nonhomogeneous Poisson process, CTMC intro)
Worksheet11 (Review)
Worksheet12 (CTMC)
Worksheet13 (CTMC uniformization, limiting distributions)