ENGR 203: Stochastic Processes
Welcome to ENGR 203. I hope to put useful material here regularly,
so be sure to check often!
For the notes in Adobe Acrobat format, you will need version 3.0 or
later of the free
Adobe Acrobat reader.
Last updated: 6/1/99
Announcements
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We have decided not to have exams in this class. Evaluations will
be based on homeworks and a small project.
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Projects and all homeworks are due by June 11
(the day the final exam would have been, if we were having one).
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About
this class.
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Homework
#0
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Introductory handout
from first class (3/31/99)
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Chapter 1: Markov chains. Adobe
Acrobat format (50 pages, 594 Kb, posted 3/30/99), or Postscript
format (50 pages, 1.5 Mb!)
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Chapter 2: More on Markov chains: examples and applications. 34 pages.
Adobe
Acrobat format (460 Kb, posted 4/12/99),
Postscript
format (1200 Kb, posted 4/14/99)
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Chapter 3: Markov random fields and hidden Markov models.
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Chapter 4: Martingales. Adobe
Acrobat format (posted 5/14/99),
Postscript
format (posted 5/14/99)
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Chapter 5: Brownian motion.
Adobe Acrobat
format (posted 6/1/99),
Postscript
format (posted 6/1/99)
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An appendix on conditional probabilities and expectations.
Adobe
Acrobat format (posted 5/14/99),
Postscript
format (posted 5/14/99)
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Homework #2
(4/17/99)
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Data for homework
#3 (5/14/99) More
information about hw3 (5/24/99)
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Homework
#4 (6/1/99)
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About
the project (4/19/99)
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Some references and
further reading (under continuing construction, last updated 5/4/99)