Instructor: Tim Chumley
Office: Clapp 404b
Phone: 5382299
email: 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 etext
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).
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 79 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.
Check the syllabus for all the important class policies (grades, attendance, etc.).
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.
Assignment  Due 

Homework 0  Jan 25 
Homework 1 (solutions)  Feb 1 
Homework 2 (solutions)  Feb 8 
Homework 3  Feb 15 
Homework 4  Feb 22 
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 
There will be two midterms and final. The dates for the midterms are subject to change slightly:
Exam  Date  Time and Location  Material  Study material 

Exam I  Feb 27  in class, takehome  Chapters 2, 3  
Exam II  Apr 10  in class, takehome  
Final exam  May 3  7  TBA 
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 inclass 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  Inclass activities 

Jan 21  Jan 25  Wednesday: 1.1, 1.2 Friday: 2.1, 2.3 
Introduction nstep 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 
Here are a few ways to get help: