18.445 - Stochastic Processes
MIT - Fall 2011
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(12/08) The files of Exam 2 and its solution are now available.
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(12/06) The practice exam 2 and its solution are now available.
REMINDER: please, fill out the
course evaluations
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(11/22) The new problem set is now available on this web page, and it is due next Tuesday November 29.
The last two problem sets will be due on tuesdays: 11/29 and 12/6.
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(10/30) The solutions of the first midterm exam are now available in this web page.
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(10/26) The new problem set 7 (due thursday, november 3) is now available in this web page.
Also, the text of the first midterm exam is now online.
The solutions will be posted soon.
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(10/24) The practice mid term exam 1 (and its solution) is now available.
The mid term exam will be on thursday, at the regular class time.
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(10/11) The new problem set (due thursday 10/20) is now available. Please, start solving it early!
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(9/8) first lecture
Instructor:
Alberto De Sole, room: 2-371, phone: (617) 253-4326, email: desole@math.mit.edu
Lectures:
Tue-Thu 9:30 - 11:00 am in room 4-270. Office hours: Wed 5:00 - 7:00 pm in room 2-371
Graders:
1) Wenzhe Wei, room: 2-251, email: wenzhe@math.mit.edu
2) Ivan Borsenco, email: borsenco@MIT.EDU
Textbook:
Karlin and Taylor An Introduction to Stochastic Modeling (third edition)
Homework:
assigned on thursday, due in class the following thursday.
Midterm exams:
MT1: Thursday, October 27; MT2: Thursday, December 8
Course material:
(Last updated: December 8, 2011)