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STAT 455/855 Lecture Notes, Fall 2010


Sets of lecture notes (in .pdf format) are provided below as a supplement to the class lectures. These lecture notes are not a replacement for the class lectures nor are they required reading. They should aid your understanding of the material. I hope you can find them useful.

  • Set 1 (Chapter 3).
  • Set 2 (Discrete-Time Markov chains 1).
  • Set 3 (Discrete-Time Markov chains 2).
  • Set 4 (Exponential Distribution and Poisson Processes).
  • Set 5 (Continuous-Time Markov chains).