Class schedule - Fall 2023
| Date | Description | Slides | Homework | |
| Wed. 8/30 | Introductions, class organization, motivating example | Block 1 | ||
| Mon. 9/4 | Labor day - No class | |||
| Wed. 9/6 | Probability spaces, conditional probability, independence | Block 2a | HW1 due | |
| Mon. 9/11 | Random variables, discrete and continuous, expectations | |||
| Wed. 9/13 | Multiple RVs, joint distribution, expectations | |||
| Fri. 9/15 | Bounds, convergence notions and limit theorems | Block 2b | ||
| Mon. 9/18 | Traveling to DARPA Project Review Meeting- No class | |||
| Wed. 9/20 | Traveling to DARPA Project Review Meeting- No class | HW2 due | ||
| Fri. 9/22 | Conditional probabilities, distributions and expectations | |||
| Mon. 9/25 | Markov chains, examples, Chapman-Kolmogorov equations | Block 3a | ||
| Wed. 9/27 | Gambler's ruin problem, discrete-time queuing models | |||
| Mon. 10/2 | Classes of states, irreducible Markov chains | HW3 due | ||
| Wed. 10/4 | Limiting distributions | Block 3b | ||
| Mon. 10/9 | Ergodicity | |||
| Wed. 10/11 | Ranking of nodes in graphs | Block 3c | ||
| Mon. 10/16 | Fall break - No class | HW4 due | ||
| Wed. 10/18 | Exponential times, memoryless property, counting processes | Block 4a | ||
| Fri. 10/20 | Poisson processes, interarrival times, definitions, examples | |||
| Mon. 10/23 | Continuous-time Markov chains, birth and death processes | Block 4b | HW5 due | |
| Wed. 10/25 | Traveling to IA@Litoral 2023 - No class | |||
| Mon. 10/30 | Traveling to Asilomar 2023 - No class | HW6 due | ||
| Wed. 11/1 | In-class midterm exam | |||
| Fri. 11/3 | Transition probability function, Kolmogorov's equations | |||
| Mon. 11/6 | Limiting distributions, ergodicity, balance equations | HW7 due | ||
| Wed. 11/8 | Queuing theory, M/M/1, M/M/2, queue tandem | Block 4c | ||
| Mon. 11/13 | Predator-prey population dynamics, Lotka-Volterra model | Block 4d | ||
| Wed. 11/15 | Markov and Gaussian processes | Block 5a | ||
| Mon. 11/20 | Brownian motion, geometric Brownian motion, white noise | |||
| Wed. 11/22 | Thanksgiving recess - No class | |||
| Mon. 11/27 | Arbitrages and risk neutral measure | Block 5b | ||
| Wed. 11/29 | Black-Scholes formula for options pricing | HW8 due | ||
| Mon. 12/4 | Stationary processes, implications, wide-sense stationarity | Block 5c | ||
| Wed. 12/6 | Linear filtering of wide-sense stationary processes | HW9 due | ||
| Fri. 12/8 | Matched filter, Wiener filter | |||
| Mon. 12/11 | Traveling to CAMSAP 2023 - No class | |||
| Wed. 12/13 | Traveling to CAMSAP 2023 - No class | HW10 due |