lectures4106

lectures4106 - Lecture Notes for IEOR 4106 Classes Tuesday,...

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Lecture Notes for IEOR 4106
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Classes Tuesday, January 20: Problems from Chapter 1. Probability Review. Chapter 1. First topic: Conditional Probability. Thursday, January 22: A large number of coin tosses. More Probability Review. Section 2.7. The central limit theorem. Tuesday, January 27: Grundlagen (Foundations). Even More Probability Review: Chapters 2 & 3: Random variables. Thursday, January 29: Our friends. Final Probability Review. Section 2.6: Moment generating functions and other transforms. Tuesday, February 3: Markov Mouse. Chapter 4. Introduction to Markov chains. Thursday, February 5: more Markov chains. , Still Chapter 4. Tuesday, February 10: even more Markov chains. A Markov chain example in finance . Thursday, February 12: reversibility. Section 4.8. Tuesday, February 17: Review of 2007 first midterm exam. Chapter 4: End of discrete-time Markov chains. Thursday, February 19: FIRST MIDTERM EXAM This covers
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This note was uploaded on 01/26/2011 for the course IEOR 4106 taught by Professor Whitt during the Spring '08 term at Columbia.

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lectures4106 - Lecture Notes for IEOR 4106 Classes Tuesday,...

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