## Lecture

- 2018 S1S2 term
- No lecture materials in English.

- 2017 A1A2 term

- 2017 S1S2 term
- Theory of Stochastic Processes
- Thu 10:25 -- 12:10, Room 61 (6th bldg 2F).
- Office hours: Tue 12:00 -- 14:00, Room 344.
- Apr 6: Overview
- Apr 13: Simple random walk
- Apr 20: Generating functions and their applications
- Apr 27: Markov chains
- May 11: Continuous-time Markov chains
- May 18: Review
- May 25: Midterm exam
- June 8: Markov Chain Monte Carlo
- June 15: Stationary processes
- June 22: Martingales
- June 29: Queues
- July 6: Diffusion processes
- July 13: Review
- July 20: Final exam