Instructor: Tim Chumley
Office: Clapp 404b
Phone: 538-2299
e-mail: tchumley
Office Hours: tentatively Mondays 4:00–5:00, Tuesdays 11:00–12:00, Wednesdays 9:00–10:00, Thursdays 4:00–5:00, and by appointment

Textbook: Introduction to Stochastic Processes with R by Robert P. Dobrow, ISBN: 9781118740651;
on library reserve under QC20.7.S8 D63 2016;
available as a free e-text


Announcements

Announcements will be posted here throughout the semester.

Feb 18: You may redo any problems from Homework 3 for Friday this week (including both TA and professor homework).

Past announcements

Feb 13: We’ll have room 416 reserved as usual tonight from 7 to 9 pm for group study. This week, our classmates Sudiksha and Olivia are the designated group study people who will be there.

Feb 4: This week our classmate Isabell will be our designated evening group study person on Wednesday 7-9 pm in Clapp 416. This is a chance to meet up with classmates to work. I’d like everyone to volunteer to be a designated evening group study person twice this semester as part of your participation grade. Knowing that a classmate is guaranteed to be there will encourage others to attend I hope.

Feb 4: This week you may redo any professor problem from Homework 1. Please follow the directions about submission in the Homework section below.

Dec 17: Please check back in late January for updates on the course.

Syllabus

Check the syllabus for all the important class policies (grades, attendance, etc.).

Homework

There will be weekly homework assignments throughout the semester to be turned in, as well as some suggested problems to be considered as additional practice.

  • Written assignments. A selection of problems taken from the textbook or other sources will be assigned to be due Fridays in class.
    • These assignments are given so that you can practice writing mathematics and receive feedback on your progress.
    • If you would like feedback on a particular steps in a problem, then you can indicate this on your assignment.
    • Please read these guidelines for writing up your homework solutions.
  • Collaboration. I want you to work together on the written homework; the process of explaining your ideas to one another really helps in learning math. However, you must write up the problems on your own, listing the people with whom you worked on the problems. Please acknowledge any source of help, including classmates or outside texts, by writing “help from …” at the top of your assignment. Also, please only write what you understand so that I know where to help.
  • Rewrites. Homework is for practice, you are not expected to write perfect answers from the start! If you would like to earn back lost credit on a homework assignment, you may resubmit it to me the Friday after it’s returned to you. I will make note on your assignment about which problems you can redo. If you’d like to submit a redo, you must write your new answers on new paper, and attach your original assignment so that I can compare the two and see your improvement.
Assignment Due
Homework 0 Jan 25
Homework 1 (solutions) Feb 1
Homework 2 (solutions) Feb 8
Homework 3 Feb 15
Homework 4 Feb 22

Quizzes

There will be some quizzes at the beginning of class on Wednesdays with problems similar to homework. These are intended to break up the material between exams and get everyone studying.
The quizzes will be announced below with some advance notice.

Quiz Date Material Solutions
Quiz 1 Feb 6 2.1 – 2.3 (pdf)
Quiz 2 Feb 13 3.1 – 3.2 (pdf)
Quiz 3 Feb 20 3.3

Exams

There will be two midterms and final. The dates for the mid-terms are subject to change slightly:

Exam Date Time and Location Material Study material
Exam I Feb 27 in class, take-home Chapters 2, 3
Exam II Apr 10 in class, take-home
Final exam May 3 - 7 TBA

Course plan

Our plan is to cover parts of the textbook chapters 1 – 7. Below is a rough outline of what is to be covered week by week through the semester. Please check back regularly for precise details on what is covered, as well as postings of in-class worksheets and other activities. Also note that the days of the week under Sections in the table below provide links to class notes.

Week Sections In-class activities
Jan 21 - Jan 25 Wednesday: 1.1, 1.2
Friday: 2.1, 2.3
Introduction
n-step transitions
Jan 28 - Feb 1 Monday: 2.2, 2.3, 2.4
Wednesday: 2.2, 2.3, 2.5
Friday: 2.2
Random walks, R code
Joint distributions, simulation, R code
More models, Rmd code, Rmd html
Feb 4 - Feb 8 Monday: 3.1, 3.2
Wednesday: 3.1, 3.2
Friday: 3.3
Limiting, stationary distributions
Mixtures of Markov chains
Communication classes
Feb 11 - Feb 15 Monday: 3.3
Wednesday: 3.3, 3.4
Friday: 3.3, 3.4
Canonical decomposition
Excursions
Feb 18 - Feb 22 Monday: 3.5, 3.6
Wednesday: 3.6, 3.8
Friday: 3.8
Ergodicity

Absorbing chains
Feb 25 - Mar 1 Monday: review
Wednesday: exam
Friday: TBA
Mar 4 - Mar 8 Chapter 4
Mar 11 - Mar 15 spring break
Mar 18 - Mar 22 Chapter 5
Mar 25 - Mar 29 Chapter 5, 6
Apr 1 - Apr 5 Chapter 6
Apr 8 - Apr 12 Monday: review
Wednesday: exam
Friday: TBA
Apr 15 - Apr 19 Chapter 7
Apr 22 - Apr 26 Chapter 7
Apr 29 - May 3 Monday: wrap up
Wednesday: reading day
Friday: exam period begins

Getting help

Here are a few ways to get help:

  • Office Hours: tentatively Mondays 4:00–5:00, Tuesdays 11:00–12:00, Wednesdays 9:00–10:00, Thursdays 4:00–5:00, and by appointment
  • Study groups: Other students in the class are a wonderful resource. I want our class to feel like a community of people working together. Even though our class won’t have a TA or evening help, I have reserved the following as a designated meeting spot each week:
    • Tuesdays, 7:00 – 9:00 pm in Clapp 416 (room shared with other 300-level students)
    • Wednesdays, 7:00 – 9:00 pm in Clapp 416 (room shared with other 300-level students)
    • Thursdays, 7:00 – 9:00 pm in Clapp 416 (room shared with other 300-level students)

Resources

  • Our textbook has a useful collection of R scripts available; contained there are all the R code snippets you’ll notice interspersed in the text.