Peter Laurence's Lecture Notes

The textbook for the course is "Probability and Random Processes" by Grimmett and Stirzacker. Only the last few lectures of the course are downloadable. For the most part they follow closely the text.
Final Exam Tuesday July 31'st, 6:00 -8:00 pm.




Conditional expectation, change of density under mappings, multinormal distributions, simulation
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Multinormal distributions, generating functions.
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Posted Friday July 14. Homework due Tuesday July 17
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Posted Friday Wednesady July 18. Homework and some review problems. The homework is due by Friday July 27 (Sunil's mailbox)
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Posted Friday July 21. Generating functions applied to branching processes and to random walks. Also Multiperiod trees, sigma-algebras and discrete time martingales.
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Posted Thursday July 26. Markov Chains, Characteristic Functions
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