STAT 461: Applied Probability Models

STAT 461

Spring 2022

Monday-Wednesday-Friday, 11:00 - 11:50 am BSB 337

Instructor

Will Perkins

willp@uic.edu

Office: SEO 626

Office Hours: TBA

Course Information

Main Topics of the Course:

1. Probability spaces, independence, conditioning
2. Expectation and variance
3. Concentration inequalities
4. Urn models
5. Random walks
6. Martingales
7. Markov chains
8. Branching processes
9. Point processes
10. Continuous time processes

Syllabus

References