STAT 219 / MATH 136 Course Web Page


Course Information

---

Time and place: MWF 12:15pm-1:05pm Building 380, Room 380C	Instructor: Jessica Zúñiga Building 380, Office 382K jzuniga@math.stanford.edu
Teaching assistants: Victor Hu             Rahul Mazumder           Sequoia 238             Sequoia 240            vhu@stanford.edu             rahulm@stanford.edu                                   Bo Shen             Sequoia 229             bshen@stanford.edu	Office Hours: Jessica: Tuesdays 1:00pm - 2:30pm; Fridays 10:00am - 11:00am Victor: Mondays 10:30am - 12:00pm; Tuesdays 2:30pm - 4:00 pm Rahul: Thursdays 12:30 pm - 2:00 pm; Fridays 1:30pm - 3:00pm Bo: Mondays 4:00pm - 5:30 pm; Thursdays 4:00pm - 5:30pm

Office Hours Updates:
Victor will take Rahul's office hours on Friday 10/9.
Victor's office hours on Tuesday 10/13 are canceled.
Rahul will hold office hours on Tuesday 10/13 from 10:30am - 12:00pm.
Bo's office hours have been shifted by 15 min. as of 11/2/09.

Please sign up for the STAT219 page on coursework.

Course Syllabus


Lecture Notes and Schedule

---

The only required text for the course are Amir Dembo's lecutre notes.

Please read the scheduled sections in the notes before class.

Week beginning	Monday	Wednesday	Friday
9/21	1.1	1.1-1.2.2	1.2.2, 1.2.3
9/28	1.3.1,1.4.1	1.3.2, 1.4.1	1.4.2, 1.4.3
10/5	2.1,2.2	2.3	2.4
10/12	3.1	3.2	3.3
10/19	5.1	Review	Midterm
10/26	4.1.1, 4.1.2	4.1.3	4.2
11/2	4.3.1	4.3.1,4.3.2	4.3.2,5.2
11/9	4.4.2, 4.5	4.4.1, 5.3	4.6
11/16	6.1	6.1	6.2
11/23	---	---	---
11/30	6.2	6.3	Review

Final Exam: Monday, December 7, 8:30am - 11:30am

Here is sample midterm and the solutions.

Solutions for the midterm on October 23 can be found here

Below I have listed some reference materials. A copy of each has been placed on hold in the Math & Computer Science library.

• Rosenthal, A First Look at Rigorous Probability Theory
• Grimmett and Stirzaker, Probability and Random Processes
• Ross, Stochastic Processes
• Karlin and Taylor, A First Course in Stochastic Processes
• Lawler, Stochastic Processes
• Lefebvre, Applied Stochastic Processes

Homework Assignments

---

All homeworks are due Wednesdays by the end of class. NO LATE HOMEWORKS WILL BE ACCEPTED. Homework solutions will be posted within 24 hours of the due date.

Due Date	Problems	Solutions
9/30	1.1.3, 1.1.9, 1.2.9, 1.2.12, 1.2.18	pdf
10/7	1.2.22, 1.2.27, 1.3.15, 1.3.24, 1.4.2, 1.4.17	pdf
10/14	1.4.31, 1.4.33, 1.4.39, 2.1.4, 2.1.8, 2.3.6	pdf
10/21	2.3.8, 2.3.16, 2.3.19, 3.1.12, 3.2.12, 3.2.13	pdf
10/28	3.2.21, 3.2.22, 3.2.26, 3.3.5, 3.3.8, 5.1.4	pdf
11/4	4.1.5, 4.1.6, 4.1.23, 5.1.8, 5.1.11, 5.1.12	pdf
11/11	4.2.4, 4.2.5, 4.3.3, 4.3.4, 4.3.18, 4.3.20	pdf
11/18	5.2.5, 5.2.7, 4.4.10, 4.4.6, 4.5.4, 5.3.9, 5.3.14	pdf
12/4	4.6.9, 6.1.7, 6.1.19, 6.1.20, 6.2.10, 6.2.12, 6.2.13