MAT 135B: Stochastic Processes (Spring 2015) 

     Finals week information:

Final Exam Time and Place: Monday, June 8, 3:30-5:30 pm, in TBA.

Material covered on the final: Chapters 9-18 of the lecture notes available here , in particular: indicator trick, variance-covariance 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), Markov chains, transition matrix, n-step transition probabilities, classes, recurrence, transience, aperiodicity, limiting distributions, branching processes.

Study tips: Understand all examples we did in the lectures. For exam practice, solve the Practice Final on the Lecture Notes, or the sample final provided here. For additional practice, you can look at problems at the end of each chapter in the Notes, and homework problems. You also need to make sure that you know how to solve problems from the first two midterms.