18.445, Spring 2009

The Course:  This course is an introduction to the theory of Markov processes on a countable state space,  with particular attention payed to the longterm behavior of these processes.  The text will be my book "An Introduction to Markov Processes,"   published by Springer--Verlag  in their Graduate Text Series, vol. 230,  ISBN: 3-540-23499-3 .   I will cover most, if not all, of its contents.

Grading:  Your grade will be based on your performance on one in-class hour exam and the weekly homework assignments. There will be no final examination, and approximately three quarters of your grade will be based on your performance on the homework.  Homework must be handed in by the end of class on the day it is due.  I will not be responsible for the fate of homework stuck under my office door or for homework which has not been retrieved more than a week after it is graded.  The date of the exam will be Monday April 6th.

Errata: here is a growing list of errata.

An Essay:   You may find this link interesting.  It is my attempt to give an overview of Markov processes.


due Feb. 17th:  
1.3.1, 1.3.2, 1.3.4, 1.3.8

due Feb . 27th:  2.4.1, 2.4.2, 2.4.3, 2.4.5, 2.4.6

ue March 11th2.4.7, 2.4.8 (optional), 2.4.9, 2.4.10

due March 20th
3.3.2, 3.3.3, 3.3.4 (a) & (b)

April 6th Exam and Solutions:  link

due April 13th:  3.3.6, 3.3.7, 3.3.8

due April 24th:  4.5.1, 4.5.2, 4.5.3, 4.5.4

due May 4th:  4.5.5, 4.5.7, 4.5.8, 4.5.9

due May 13th:   4.5.10, 4.5.11