1. Required time commitment: 

    In-class: 3 hours/week

    Out-class: 5 hours/week

2. Weekly Topics:

    Week 1: Review of Probability

    Week 2: Markov Chains and Transition Probabilities

    Week 3: Class Structures

    Week 4: Hitting Times

    Week 5: Absorbing Probabilities

    Week 6: Recurrence and Transience I

    Week 7: No Class (Intercollegiate Activities)

    Week 8: Recurrence and Transience II

    Week 9: Midterm Exam

    Week 10: Limiting and Staionary Distributions I

    Week 11: Limiting and Stationary Distributions II

    Week 12: Convergence to Equilibrium I

    Week 13: Convergence to Equilibrium II

    Week 14: Absording Probabilities for Reducible Chains I

    Week 15: Absording Probabilities for Reducible Chains II

    Week 16: Final Exam

    Week 17: Self-Directed Learning Week

    Week 18: Self-Directed Learning Week

The above course plan may vary depending on the actual teaching circumstances.

3. Weekly Readings/Assigments: Weekly lecture notes.

TBA

Class Participation: 60%

Midterm Exam (tentatively scheduled on 2025/4/16) : 20%

Final Exam (tentatively scheduled on 2025/6/4): 20%

Textbook:

N/A

References:

1. Introduction to probability models by Sheldon Ross


2. Markov ChainS by J. R. Norris


3. Measure Theory and Probability Theory by K. B. Athreya, K. B. and S. Lahiri


4. Introduction to stochastic processes by Hoel, Port and Stone