Stochastic Processes
A 12-module path through stochastic processes, in study order from foundations to the frontier.
Modules
- Markov Chains and Transition Matrices
- The Chapman-Kolmogorov Equations
- Classification of States: Communication and Recurrence
- Periodicity and Positive Recurrence
- Stationary Distributions
- The Ergodic Theorem for Markov Chains
- Random Walks
- Branching Processes
- The Poisson Process
- Introduction to Martingales
- Introduction to Brownian Motion
- Detailed Balance and Reversibility