Course Archives Theoretical Statistics and Mathematics Unit
Course: Intro to Stochastic Processes
Instructor: S Nanda Kishore Reddy
Room: G23
Level: Undergraduate
Time: Currently offered
Syllabus
Past Exams


Syllabus: (Probability Theory III)Discrete Markov chains with countable state space. Classification of states-recurrences, transience, periodicity. Stationary distributions, reversible chains. Several illustrations including the Gamblers Ruin problem, queuing chains, birth and death chains etc. Poisson process, continuous time markov chain with countable state space, continuous time birth and death chains.

Reference Texts:
1. P. G. Hoel, S. C. Port and C. J. Stone: Introduction to Stochastic Processes
2. S. M. Ross: Stochastic Processes
3. J. G. Kemeny, J. L. Snell and A. W. Knapp: Finite Markov Chains
4. D. L. Isaacsen and R. W. Madsen: Markov Chains, Theory and Applications

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Evaluation:
Midterm Exam 40 marks
Assignment -- marks
Final Exam 60 marks
Total 100 marks


Past Exams
Midterm
07.pdf 09.pdf 10.pdf 11.pdf 12.pdf 13.pdf 14.pdf 15.pdf 16.pdf 17.pdf 18.pdf 19.pdf
Solution
15.pdf
Semestral
06.pdf 09.pdf 10.pdf 11.pdf 12.pdf 13.pdf 14.pdf 15.pdf 16.pdf 17.pdf 18.pdf
Supplementary and Back Paper
09.pdf 11.pdf 15.pdf 16.pdf

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