MAT 135B: Stochastic Processes (Spring 2011).
Course materials
All files are in the pdf format, which require the
free
Adobe Acrobat reader.

Complete lecture notes. Please let me know of any mistakes.
June 9: All corrections from this quarter included. Take the new version while you can.
Due to negative feedback from students, these lecture
notes will no longer be available in any form soon after June 8, 2011.
From then on, I presume
MAT135AB will switch to commercially available
textbooks. If you have any suggestion
about how the UC Davis Math Dept. should proceed with its free online
materials, please talk to me in person.

Sample Midterm 1.

Sample Midterm 2.

Sample Final.
 Midterm 1 will be on Wed., Apr. 20, 2011, in class. It covers
chapters 9, 10, and 11 of the notes and the
first three homework assignments. Topics: indicator trick,
variancecovariance formula, convergence in probability,
moment generating functions (incl. large deviation bounds but no central limit theorem),
conditional distributions, expectations,
computing probabilities and expectations by conditioning
(incl. sums with random number of terms).
For practice, solve the Practice Midterm 1 (p. 139 in the Lecture Notes)
on your own, then look at the solutions and solve it again.
Then do the same with the Sample Midterm 1 above.
Solutions to Midterm 1.
 Midterm 2 will be on Wed., May 18, 2011, in class. It covers
chapters 12, 13, 14, and 15 of the book and
homework assignments 4, 5, 6, and 7. Topics:
Markov chains, transition matrix, nstep transition probabilities,
classes, recurrence, transience, aperiodicity, limiting
distributions, branching processes.
For practice, solve the Practice Midterm 2 (p. 178 in the Lecture Notes)
on your own, then look at the solutions and solve it again.
Then do the same with the Sample Midterm 2 above.
Solutions to Midterm 2.

Finals week information.
Solutions to Final.